One of the main challenges in applying the immune checkpoint blockade to treat colorectal cancer (CRC) is the immunosuppressive tumor microenvironment. Owing to its excellent cancer cell killing ability and immune activation, mild photothermal therapy (PTT) has shown bright promise to sensitize tumors to immune checkpoint inhibition through turning the immunologically "cold" tumors into "hot" ones. Herein, a mild photothermal effect-assisted theragnostic nanodrug (MnO2@MPDA-PEG NPs) is developed by incorporating MnO2 into PEGylated-mesoporous polydopamine nanoparticles (MPDA-PEG NPs). The presence of PEG endows the theragnostic nanodrug with high biostability. After accumulation in colorectal tumor, the theragnostic nanodrug responds to the tumor microenvironment, leading to the simultaneous release of Mn2+ which serves as a magnetic resonance imaging (MRI) contrast agent for tumor imaging. The released Mn2+ could also promote mild photothermal treatment-induced immune response, including the maturation of BMDC cells. In vivo antitumor studies on a CT26 model demonstrate that MnO2@MPDA-PEG NPs could be a promising dual-imaging theragnostic nanodrug to potentiate the systemic antitumor immunities.