Cell membrane-coated nanomaterials are increasingly recognized as effective in cancer treatment due to their unique benefits. This study introduces a novel hybrid membrane coating nanoparticle, termed cancer cell membrane (CCM)−outer membrane vesicle (OMV)@Lip-indocyanine green (ICG), which combines CCMs with bacterial OMV to encapsulate ICG-loaded liposomes. Comprehensive analyses were conducted to assess its physical and chemical properties as well as its functionality. Demonstrating targeted delivery capabilities and good biocompatibility, CCM−OMV@Lip-ICG nanoparticles showed promising photothermal and immunotherapeutic effects in tumor models. By inducing hyperthermia-induced tumor therapy and bolstering antitumor immunity, CCM−OMV@Lip-ICG nanoparticles exhibit a synergistic therapeutic effect, providing a new perspective for the management of cancer.