Nanomedicine constructed by therapeutics has unique and irreplaceable advantages in biomedical applications, especially in drug delivery for cancer therapy. The strategy, however, used to construct the therapeutics‐based nanomedicines with tumor microenvironmental factor responsiveness is still sophisticated. In this study, an easy‐operating procedure is used to construct a therapeutics‐based nanosystem with active tumor‐targeting, enhanced penetration, and stimuli‐responsive drug release behavior as well as programmed cell death‐1/programmed cell death‐ligand 1 (PD‐1/PD‐L1) blockading mediated immunomodulation to enhance tumor immunotherapy. The matrix metalloproteinase‐2 responsive peptide with the existence of Lyp‐1 sequence contributes to the success of active tumor‐targeting and the enhancement of the penetration of the nanoparticles in tumor tissue. The obtained nanosystem strikingly inhibits the primary tumor growth in the first 24 h (more than 97.5% of tumor cells are inhibited), and total inhibition can be achieved with the combination of photothermal therapy. IR820, which is served as the carrier for the therapeutics, is used as a photosensitizer for photothermal therapy. The progress and aggression of distal tumor has further been alleviated by a d‐peptide which is an antagonist for PD‐1/PD‐L1 blockage. Therefore, a therapeutics‐constructed multifunctional nanosystem is provided to realize a combinational therapeutic strategy to enhance the therapeutic outcome. An easy‐operating procedure is used to construct a therapeutics‐based nanosystem with active tumor‐targeting, enhanced penetration, and stimuli‐responsive drug release behavior as well as programmed cell death‐1/programmed cell death‐ligand 1 (PD‐1/PD‐L1) blockading‐mediated immunomodulation to enhance tumor immunotherapy. This tumor microenvironment‐responsive peptide is used for targeting ligands as well as blockage for PD‐1/PD‐L1.