Due to the immunosuppressive tumor microenvironment (TME) and potential systemic toxicity, chemotherapy often fails to elicit satisfactory anti-tumor responses, so how to activate anti-tumor immunity to improve the therapeutic efficacy remains a challenging problem. Photothermal therapy (PTT) serves as a promising approach to activate anti-tumor immunity by inducing the release of tumor neoantigens in situ. In this study, we designed tetrasulfide bonded mesoporous silicon nanoparticles (MSNs) loaded with the traditional drug doxorubicin (DOX) inside and modified their outer layer with polydopamine (DOX/MSN-4S@PDA) for comprehensive anti-tumor studies in vivo and in vitro. The MSN core contains GSH-sensitive tetrasulfide bonds that enhance DOX release while generating hydrogen sulfide (H2S) to improve the therapeutic efficacy of DOX. The polydopamine (PDA) coating confers acid sensitivity and mild photothermal properties upon exposure to near-infrared (NIR) light, while the addition of hyaluronic acid (HA) to the outermost layer enables targeted delivery to CD44-expressing tumor cells, thereby enhancing drug accumulation at the tumor site and reducing toxic side effects. Our studies demonstrate that DOX/MSN@PDA-HA can reverse the immunosuppressive tumor microenvironment in vivo, inducing potent immunogenic cell death (ICD) of tumor cells and improving anti-tumor efficacy. In addition, DOX/MSN@PDA-HA significantly suppresses tumor metastasis to the lung and liver. In summary, DOX/MSN@PDA-HA exhibits controlled drug release, excellent biocompatibility, and remarkable tumor inhibition capabilities through synergistic chemical/photothermal combined therapy.