Cancer immunotherapy is a promising approach for cancer therapy but is usually hindered by the inhibition of the tumor microenvironment (TME). Herein, we developed a cell membrane vehicle (CV) to co-deliver doxorubicin (Dox) and sorafenib (Sfn) as a drug delivery system (CV/D-S) to regulate the TME and sensitize the immunogenic cell death (ICD)-induced immune response against tumors. The CV/D-S showed high stability, acid-responsive drug release, high biocompatibility with tumor-specific cellular uptake, and target-ability that preferably resulted in the in vitro and in vivo anticancer performance. Most importantly, the Dox in the DDS can induce significant ICD while Sfn was able to remodel the TME, downregulate Treg, activate effector T cells and relieve programmed cell death protein 1 (PD-1) expression. As a result, the synergistic effect of Dox and Sfn achieved strong immune response in CV/D-S treated mice, which is believed to open a new window for the design and development of future platforms for the more effective immunotherapy of cancer.