Nanozymes that mimic natural enzyme-like activities have gradually emerged in cancer therapy. To overcome the bottlenecks of single-mode nanozymes, including "off-target" toxicity and ineffectiveness toward metastatic cancers, we designed magnetic nanoparticle-based multifunctional visualized immunomodulatory nanozymes. Besides the partial initiation of the prime immune response by intrinsic immunogenicity, as a smart drug delivery system with a temperature- and pH-sensitive dual response to the tumor microenvironment, these nanozymes released immune agonists to boost enhanced systemic immune response, eventually ameliorating the cancer immune microenvironment through many aspects: activating dendritic cells, improving the function of CD8+ T cells, and decreasing the population of myeloid-derived suppressor cells, which inhibited both primary and metastatic cancers. Mechanistically, these nanozymes regulated the reactive oxygen species-related Akt signaling pathway and consequently activated cell apoptosis-related signaling pathways, which provided a deeper understanding of the synergistic mechanism of multifunctional nanozymes. Our findings offer a promising imaging-guided cocktail therapy strategy through immunomodulatory nanozymes.