Near-infrared light-responsive inorganic nanoparticles have been shown to enhance the efficacy of cancer photothermal ablation therapy. However, current nanoparticle-mediated photothermal ablation is more effective in treating local cancer at the primary site than metastatic cancer. Here, we report the design of a near-infrared light-induced transformative nanoparticle platform that combines photothermal ablation with immunotherapy. The design is based on chitosan-coated hollow CuS nanoparticles that assemble the immunoadjuvants oligodeoxynucleotides containing the cytosine-guanine (CpG) motifs. Interestingly, these structures break down after laser excitation, reassemble, and transform into polymer complexes that improve tumor retention of the immunotherapy. In this "photothermal immunotherapy" approach, photothermal ablation-induced tumor cell death reduces tumor growth and releases tumor antigens into the surrounding milieu, while the immunoadjuvants potentiate host antitumor immunity. Our results indicated that combined photothermal immunotherapy is more effective than either immunotherapy or photothermal therapy alone against primary treated and distant untreated tumors in a mouse breast cancer model. These hollow CuS nanoparticles are biodegradable and can be eliminated from the body after laser excitation.