Effective delivery of therapeutic agents for solid tumour treatment is impeded by multiple obstacles, such as aberrant interstitial fluid pressure and high density of the extracellular matrix, which causes impaired penetration to deep avascular tumour tissue that exists in a hypoxic immune cold environment. Only limited tumoricidal effects have been achieved with traditional nanomedicine due to its inefficient penetration and the multiple resistant effects that exist in the tumour microenvironment. Herein, a new chemo-dynamic immunotherapy (CDIT) is proposed based on a transcytosis tumour oxygenator (MnPO2/MC3) with effective chemo-dynamic effects. As a CDIT agent, MnPO2/MC3 is designed and synthesized to enhance deep tumour tissue penetration as well as provide relief of hypoxia to decrease immunosuppression. MnPO2/MC3 is orchestrated by an inner manganese core and double lipid outer layer. The outer layer is constructed by a tumour pH-cationizable outer lipid (D-Lin-MC3-DMA, MC3) layer and O2-loading inner layer. The MC3 lipid endows MnPO2/MC3 with tumour-responsive transcytosis potential, which instead delivers oxygen and Mn deep into tumour tissues. MnPO2/MC3 catalyses hydrogen peroxide to hydroxyl radicals by Mn2+ and increases CD8+ T cell infiltration. The oxygenation and ROS burst by MnPO2/MC3 effectively altered the tumour cold immune microenvironment so that adaptive anti-tumoral immunity was enhanced. MnPO2/MC3-mediated CDIT serving as an effective tumour oxygenator and ROS initiator, effectively suppressed tumour growth while enhancing adaptive anti-tumour immunity.