The low response rates and the following adaptive resistance have limited the therapeutic outcomes of immune checkpoint blockade (ICB) therapy. Herein, we report a local mild photothermal-chemotherapy treatment to potentiate ICB therapy for overcoming both primary and adaptive resistance, achieving a therapeutic benefit for “cold” tumors at final. We load mitoxantrone (MTO) and gambogic acid (GA) into methoxy poly(ethylene glycol)-g-poly(L-glutamic acid) (PLG-g-mPEG) nanoparticles to synergistically induce tumor immunogenic cell death and generate in situ vaccine to prime the antitumor immunity. Furthermore, local mild photothermal therapy is combined under laser irradiation to increase the tumor-infiltrating lymphocytes infiltration and reverse the immunosuppressive environments, thus amplifying the antitumor immunity. The synergetic strategy reprograms the immunosuppressive tumors toward immunogenic tumor phenotype to improve the efficacy of anti-programmed death-1/programmed death ligand 1 (anti-PD) therapy in advanced 4T1 tumors, with further prevention of tumor relapse for overcoming the adaptive resistance to anti-PD therapy through downregulation of alternative immune checkpoints. Our findings demonstrate our proposed mild photothermal-chemotherapy is a potent and alternative regimen to enhance the ICB therapy for “cold” tumors in the clinic.