The rational design of self-assembled compounds is crucial for the highly efficient development of carrier-free nanomedicines. Herein, based on computer-aided strategies, important physicochemical properties are identified to guide the rational design of self-assembled compounds. Then, the pharmacophore hybridization strategy is used to design self-assemble nanoparticles by preparing new chemical structures by combining pharmacophore groups of different bioactive compounds. Hydroxychloroquine is grafted with the lipophilic vitamin E succinate and then co-assembled with bortezomib to fabricate the nanoparticle. The nanoparticle can reduce M2-type tumor-associated macrophages (TAMs) through lysosomal alkalization and induce immunogenic cell death (ICD) and nuclear factor-κB (NF-κB) inhibition in tumor cells. In mouse models, the nanoparticles induce decreased levels of M2-type TAMs, regulatory T cells, and transforming growth factor-β (TGF-β), and increase the proportion of cytotoxicity T lymphocytes. Additionally, the nanoparticles reduce the secretion of Interleukin-6 (IL-6) by inhibiting NF-κB and enhance the programmed death ligand-1 (PD-L1) checkpoint blockade therapy. The pharmacophore hybridization-derived nanoparticle provides a dual-modulation strategy to reprogram the tumor microenvironment, which will efficiently enhance the chemoimmunotherapy against triple-negative breast cancer.