Abstract The massive amount of indoleamine 2,3‐dioxygenase 1 (IDO‐1) in tumor cells and tumor‐associated immune cells forms a feedback loop that maintains immunosuppressive tumor microenvironment (ITM) and causes immune escape, resulting in the poor prognosis of platinum chemotherapeutics. However, the effective systemic administration of platinum drugs and IDO‐1 inhibitors is strictly limited by their distinct chemical construction, different pharmacokinetic profiles, and heterogeneous distributions. Herein, a novel supramolecular method with the capability to modulate tumor microenvironment is proposed aiming at potentiating the antitumor efficacy of chemoimmunotherapy. Profiting from the dynamic and reversible merits of noncovalent interactions, IDO‐1 inhibitor (IDOi) and 1,2‐diaminocyclohexane‐platinum(II) (DACHPt) are tailor‐encapsulated into supramolecular nanoparticles (SNPs) with the aid of host−guest recognition and metal coordination, respectively, effectively increasing the drug loading and improving their pharmacokinetics. In addition to the authorized chemotherapeutical effect, DACHPt performs a systemic antitumor immune response, which is further magnified by the IDOi‐reversed ITM to encourage T lymphocyte infiltration, guaranteeing long‐term antitumor immune responses to improve cancer prognosis.