Tumor hypoxia greatly suppresses the therapeutic efficacy of photodynamic therapy (PDT), mainly because the generation of toxic reactive oxygen species (ROS) in PDT is highly oxygen‐dependent. In contrast to ROS, the generation of oxygen‐irrelevant free radicals is oxygen‐independent. A new therapeutic strategy based on the light‐induced generation of free radicals for cancer therapy is reported. Initiator‐loaded gold nanocages (AuNCs) as the free‐radical generator were synthesized. Under near‐infrared light (NIR) irradiation, the plasmonic heating effect of AuNCs can induce the decomposition of the initiator to generate alkyl radicals (R.), which can elevate oxidative‐stress (OS) and cause DNA damages in cancer cells, and finally lead to apoptotic cell death under different oxygen tensions. As a proof of concept, this research opens up a new field to use various free radicals for cancer therapy. A therapeutic strategy using gold nanocages loaded with initiator as a light‐induced free‐radical generator is presented. The generation of free radicals is oxygen‐independent. The therapeutic mechanism of the generated free radicals was revealed.