Live bacteria-based drug delivery systems have been raised as promising tools for enhancing drug delivery into tumors due to their active tumor targeting and easy surface modifiability. In this work, a “Trojan nanobacteria hybrid”, E. coli@highly integrated nanocapsules (HINCs) hybrid (HINE-Hybrid), was successfully constructed with HINCs of prodrug based on covalent self-assembly and the facultative anaerobic bacterium E. coli MG 1655 for combined chemotherapy, photothermal therapy (PTT), and chemodynamic therapy (CDT). HINCs were constructed by covalent cross-linking of pillar[5]arene derivatives and cisplatin prodrug linker, which can be endocytosed and lysed to release therapeutic agents. Under the near-infrared (NIR) light (at 808 nm) irradiation, the system temperature can be significantly increased by HINCs, which further leads to the highly efficient generation of reactive oxygen species (ROS). In addition, HINE-Hybrid shows significant antitumor effects in in vitro and in vivo studies and also promotes immune cell infiltration and antitumor cytokine expression in the tumor microenvironment (TME). HINE-Hybrid exerts its anticancer properties efficiently due to selective enrichment and multiplication of E. coli at tumor sites, which is important for the construction of bacterial-assisted antitumor platforms.