Photothermal therapy (PTT) is a promising non-invasive treatment that has shown great potential in eliminating tumors. It not only induces apoptosis of cancer cells but also triggers immunogenic cell death (ICD) which could activate the immune system against cancer. However, the immunosuppressive tumor microenvironment (TIME) poses a challenge to triggering strong immune responses with a single treatment, thus limiting the therapeutic effect of cancer immunotherapy. In this study, dual-targeted nano delivery system (GOx@FeNPs) combined with αPD-L1 immune checkpoint blocker could inhibit colorectal cancer (CRC) progression by mediating PTT, ferroptosis and anti-tumor immune response. Briefly, specific tumor delivery was achieved by the cyclic arginine glycyl aspartate (cRGD) peptide and anisamide (AA) in GOx@FeNPs which not only had a good photothermal effect to realize PTT and induce ICD, but also could deplete glutathione (GSH) and catalyze the production of reactive oxygen species (ROS) from endogenous H