Anti-tumor treatment based on free radicals is often inefficient in hypoxic tumors, mainly because of the oxygen-dependent generation mechanism of reactive oxygen species (ROS). Herein, we report an NIR laser-controlled nano-system that is capable of generating alkyl radicals in situ in an oxygen-independent approach. Hollow mesoporous Prussian blue nanoparticles (HPB NPs) were developed to co-encapsulate the azo initiator (AIBI) and 1-tetradecanol as the phase change material (PCM, melting point of ∼39 °C), obtaining the AP@HPB NPs. At normal body temperature, the PCM remained in the solid state to prevent the pre-leakage of AIBI. Upon NIR laser irradiation (808 nm) at the tumor site, AP@HPB NPs generated heat upon photothermal conversion, which melted the PCM to release AIBI and decomposed AIBI to produce toxicity free alkyl radicals under both normoxic and hypoxic conditions. The alkyl free radicals efficiently killed tumor cells by causing oxidative stress and damaging DNA. Meanwhile, NIR light-induced hyperthermia cooperated with free radicals to efficiently eradicate tumors. This study therefore provides a promising strategy toward oxygen-independent free radical therapy, especially for the treatment of hypoxic tumors.