Cancer thermal immunotherapeutic strategy has garnered tremendous attention in nanomedicine frontier. Photothermal therapy (PTT) within the second near-infrared (NIR-II) window is popular hyperthermia technique, but the effect of NIR-II PTT on antitumor immunity remains extensive exploration. Here, we first reveal the inflammatory immunosuppressive tumor microenvironment (TME) characterized by high-influx of myeloid-derived suppressor cells (MDSCs) following NIR-II PTT. For this issue, we develop biomineralized copper sulfide nanoparticles (BCS NPs) as NIR-II photothermal agents (PTAs), and found for the first time that they are superior electron-donor antioxidants with pronounced anti-inflammatory activities. Impressively, the excessive inflammation triggered by BCS NPs-mediated NIR-II PTT can be self-alleviated to minimize the high-influx of MDSCs, and the immunosuppression-related reactive oxygen species produced by MDSCs can also be self-scavenged. Such reprogramming of TME facilitates the activation of systemic adaptive antitumor immunity and the strengthened tumour-infiltrating of cytotoxic T lymphocytes, thereby realizing self-reinforcing immunotherapy synergy with cancer NIR-II PTT. More importantly, a robust abscopal effect against distant tumors is also observed in bilateral tumor models. This work provides the first example to underscore the potential of PTAs with antioxidant and anti-inflammatory functions as innovative thermal immuno-nanomedicines.