The anaphylatoxins C3a and C5a are products of the complement cascade that play important and interrelated roles in health and disease. Both are potential targets for anti‐inflammatory active immunotherapies in which a patient's own immune system is stimulated to produce therapeutic immune responses against problematic self‐molecules. However, the complex and time‐dependent interrelations between the two molecules make dual targeting challenging. To investigate a dual‐target active immunotherapy against C3a and C5a and to systematically study the effect of varied degrees of responses against both targets, the study employed self‐assembled peptide immunogens capable of displaying a broad range of epitope compositions and Design‐of‐Experiments (DoE) approaches. Peptide nanofibers contained B‐cell epitopes of C3a and C5a in defined quantities, and intranasal immunization raised systemic and mucosal immunity against each target. In a lipopolysaccharide‐induced model of sepsis, increasing anti‐C5a responses are protective, whereas increasing anti‐C3a responses are detrimental, and survival rates are negatively correlated with anti‐C3a/anti‐C5a IgG titer ratio. This work highlights the interplay between the two molecules by making use of a modular, defined, and easily adjusted biomaterial‐based active immunotherapy platform.