Nanomedicine in combination with immunotherapy offers opportunities to treat cancer in a safe and effective manner; however, remote control of immune response with spatiotemporal precision remains challenging. We herein report a photothermally activatable polymeric pro-nanoagonist (APNA) that is specifically regulated by deep-tissue-penetrating second near-infrared (NIR-II) light for combinational photothermal immunotherapy. APNA is constructed from covalent conjugation of an immunostimulant onto a NIR-II semiconducting transducer through a labile thermo-responsive linker. Upon NIR-II photoirradiation, APNA mediates photothermal effect, which not only triggers tumor ablation and immunogenic cell death but also initiates the cleavage of thermolabile linker to liberate caged agonist for in-situ immune activation in deep solid tumor (8 mm). Such controlled immune regulation potentiates systemic antitumor immunity, leading to promoted cytotoxic T lymphocytes and helper T cell infiltration in distal tumor, lung and liver to inhibit cancer metastasis. Thereby, the present work illustrates a generic strategy to prepare pro-immunostimulants for spatiotemporal regulation of cancer nano-immunotherapy.