Due to their complexity and variability, tumors need to be treated with multimodal combined therapy, which requires the development of therapeutic agents that can provide multimodal therapeutic effects. Herein, CuMoO4 nanodots smaller than 10 nm that can be prepared by simple hydrothermal method are reported. These nanodots can be well dispersed in water and have good biosafety and biodegradability. Further studies show that these nanodots also present multienzyme activities, such as catalase, peroxidase and glutathione peroxidase. In addition, CuMoO4 nanodots exhibit high photothermal conversion efficiency (41%) under 1064 nm near-infrared laser irradiation. In vitro and in vivo experimental results indicate that CuMoO4 nanodots can effectively inhibit the instinctive regulation of tumor cells to oxidative stress, provide sustained treatment to achieve photothermal synergistic ferroptosis, and trigger immune responses to immunogenic cell death. It is worth mentioning that the CuMoO4 nanodots also cause cuproptosis of tumor cells. This study provides a promising nanoplatform for multimodal combined therapy of cancer.