Combination of immunotherapy and photothermal therapy (PTT) provides a promising therapeutic performance for tumors. However, it still faces negative feedback from suppressive factors such as adenosine. Herein, we developed a new nanodrug that can combine adenosine blockade and ferroptosis to promote the photoimmunotherapy of triple negative breast cancer (TNBC). The nanodrug, named CuS-PEG@Apt, was constructed via the modification of copper sulfide (CuS) nanoparticles with adenosine aptamer and PEG. CuS-PEG@Apt could be effectively enriched in the tumor site and locally generate a strong photothermal effect, directly ablating tumors and inducing immunogenic death (ICD). On the other hand, the aptamers could block the adenosine pathway to inhibit the immune suppression by adenosine, which further promoted the anti-tumor immunity. Moreover, the CuS nanoparticles could consume GSH and inhibit GPX4 to cause the ferroptosis of tumor cells. Collectively, CuS-PEG@Apt achieved potent efficacy of tumor suppression via the combination of PTT, immune activation and ferroptosis, representing an appealing platform for TNBC treatment.