The protumoral and immunosuppressive tumor microenvironments greatly limit the antitumor immune responses of nanoparticles for cancer immunotherapy. Here, the intrinsic immunomodulatory effects of orchestrated nanoparticles and their ability to simultaneously trigger tumor antigen release, thereby reversing immunosuppression and achieving potent antitumor immunity and augmented cancer therapy, are explored. By optimizing both the composition and morphology, a facile strategy is proposed to construct yolk–shell nanohybrids (FeO@C/MnO-PGEA, FCMP). The intrinsic immunomodulatory effects of FCMP are utilized to reprogram macrophages to M1 phenotype and induce the maturation of dendritic cells. In addition, the chemical, magnetic, and optical properties of FCMP contribute to amplified immunogenic cell death induced by multiaugmented chemodynamic therapy (CDT) and synergistic tumor treatment. Taking advantage of the unique yolk–shell structure, accurate T-T dual-mode magnetic resonance imaging can be realized and CDT can be maximized through sufficient exposure of both the FeO core and MnO shell. Potent antitumor effects are found to substantially inhibit the growth of both primary and distant tumors. Furthermore, the strategy can be extended to the synthesis of other yolk–shell nanohybrids with tailored properties. This work establishes a novel strategy for the fabrication of multifunctional nanoplatforms with yolk-shell structure for effective cancer therapy with immunomodulation-enhanced antitumor immunity.