Combining chemotherapy and immunotherapy is a promising strategy for the treatment of non-small cell lung cancer (NSCLC) metastasis. However, platinum-based chemotherapeutics and immune checkpoint blockade-based cancer immunotherapy have toxic side effects and limitations. Ursolic acid (UA) and astragaloside IV (AS-IV) are natural compounds with anticancer activity sourced from Traditional Chinese medicine (TCM). However, their poor water solubilities and targeted deletions limit their medicinal value. In this study, we fabricated hyaluronic acid (HA)-modified UA/(AS-IV)-loaded polydopamine (PDA) nanomedicine (UA/(AS-IV)@PDA-HA) with a high yield at a low cost via simple synthesis. This represents a novel multifunctional nanomedicine that combines chemotherapy, photothermal therapy (PTT), and immunotherapy with an active tumor-targeting ability. The as-prepared nanomedicine not only increased the aqueous solubilities of UA and AS-IV, but also improved their active targeting abilities. HA binds specifically to the overexpressed cluster of differentiation 44 (CD44) on the surface of most cancer cells, thereby improving drug targeting. While evaluating the anticancer effect of UA/(AS-IV)@PDA-HA in vitro and in vivo, the PDA nanodelivery system significantly improved UA-mediated cytotoxicity and anti-metastatic ability against NSCLC cells. In addition, the system also improved the AS-IV-mediated self-immune response of tumor-related antigens, which further inhibited the growth and distant metastasis of NSCLC. Further, PDA nanomaterial-mediated PTT inhibited tumor growth substantially. UA/(AS-IV)@PDA-HA not only significantly eradicated the primary tumor but also strongly inhibited the distant metastasis of NSCLC in vitro and in vivo. Thus, it has immense potential for development as an efficient anti-metastatic agent for NSCLC.