Cyclic dinucleotides (CDNs) are a promising class of immune agonists that trigger the stimulator of interferon genes (STING) to activate both innate and acquired immunity. However, the efficacy of CDNs is limited by drug delivery barriers. Therefore, we developed a combined immunotherapy strategy based on injectable reactive oxygen species (ROS)-responsive hydrogels, which sustainably release 5,6-dimethylxanthenone-4-acetic acid (DMXAA) as known as a STING agonist and indocyanine green (ICG) by utilizing a high level of ROS in the tumor microenvironment (TME). The STING agonist combined with photothermal therapy (PTT) can improve the biological efficacy of DMXAA, transform the immunosuppressive TME into an immunogenic and tumoricidal microenvironment, and completely kill tumor cells. In addition, this bioreactive gel can effectively leverage local ROS to facilitate the release of immunotherapy drugs, thereby enhancing the efficacy of combination therapy, improving the TME, inhibiting tumor growth, inducing memory immunity, and protecting against tumor rechallenge.