Photothermal therapy has a remarkable effect on the destruction of tumors. It kills tumor cells by photothermal ablation and induces immunogenic cell death by activating the immune response in tumor tissues. However, inhibition of the tumor immune microenvironment suppresses PTT-induced body-specific anti-tumor immunity. In this study, we designed the GdOF@PDA-HA-R837-hydrogel complex to achieve NIR-II imaging-guided photothermal ablation and enhanced immune response. Due to the doping of Yb and Er elements and the presence of a polydopamine coating, the synthesized nanoparticles enable NIR-II and photoacoustic imaging of tumor tissues, which will help in the integration of multimodal tumor imaging for diagnosis and treatment. Polydopamine is used as a photothermal agent and drug carrier because of its excellent photothermal ability and high drug loading capacity under 808 nm near infrared light. Hyaluronic acid can bind to specific receptors on the surface of cancer cells, allowing nanoparticles to aggregate around the tumor, thus enhancing the targeting ability of nanoparticles. In addition, imiquimod (R837) has been used as an immune response modulator to enhance the immunotherapeutic effect. The presence of a hydrogel enhanced the retention effect of nanoparticles in the tumor. We demonstrate that the combination of photothermal therapy with immune adjuvants effectively induces ICD, which in turn stimulates the activation of specific anti-tumor immunity and enhances the effect of photothermal therapy in vivo.