Abstract Current antigen‐encapsulated multifunctional nanovaccines for oncotherapy suffer from limited antigen loading efficiency, low yield, tedious manufacture, and systemic toxicity. Here, an antigen‐directed strategy for the fabrication of multifunctional nanovaccine with ultrahigh antigen loading efficiency in a facile way for tumor photothermal‐immunotherapy is shown. As a proof of concept, a model antigen ovalbumin (OVA) is used as a natural carrier to load a representative theranostic agent indocyanine green (ICG). Mixing OVA and ICG in aqueous solution gives the simplest multifunctional nanovaccine so far. The nanovaccine owns antigen loading efficiency of 80.8%, high yield of >90%, intense near‐infrared absorption and fluorescence, excellent reproducibility, good aqueous solubility and stability, and favorable biocompatibility. These merits not only guarantee sensitive labeling/tracking and efficient stimulation of dendritic cells, but also reliable imaging‐guided photothermal‐immunotherapy of tumors and tumor prevention. The proposed strategy provides a facile and robust method for large‐scale and reproducible fabrication of multifunctional nanovaccines with ultrahigh antigen loading efficiency for tumor therapy.