It remains a clinical challenge to treat triple-negative breast cancer due to its aggressiveness and metastasis. Photothermal therapy (PTT) in combination with checkpoint blockade immunotherapy offers a promising strategy for such intractable tumors. In this study, a second near-infrared (NIR-II) photothermal agent (PCD NPs) and a tumor microenvironment-activatable nanoprodrug (NLG NPs) for indoleamine 2,3-dioxygenase 1 (IDO-1) blockade have been designed for the therapy of orthotopic triple-negative breast cancer. The NIR-II absorption of PCD NPs can guarantee the high penetration depth of the laser during PTT. At the same time, NLG NPs can be decomposed into the NLG919 monomer in the tumor microenvironment, which can effectively strengthen the immunogenic cell death-induced immune response. NIR-II PTT in synergy with IDO-1 blockade can effectively inhibit tumor growth and prevent tumor recurrence and metastasis. This work thus provides a safe, efficient and feasible method for the treatment of malignant tumors.