Photoimmunotherapy (PIT) has shown enormous potential in not only eliminating primary tumors, but also inhibiting abscopal tumor growth. However, the efficacy of PIT is greatly limited by tumor hypoxia, which causes the attenuation of phototherapeutic efficacy and is a feature of the immunosuppressive tumor microenvironment (TME). In this study, one type of brand‐new artificial metalloprotein nanoanalogues is developed via reasonable integration of a “phototherapy‐enzymatic” RuO2 and a model antigen, ovalbumin (OVA) for enhanced PIT of cancers, namely, RuO2‐hybridized OVA nanoanalogues (RuO2@OVA NAs). The RuO2@OVA NAs exhibit remarkable photothermal/photodynamic capabilities under the near‐infrared light irradiation. More importantly, the photoacoustic imaging and immunofluorescence staining confirm that RuO2@OVA NAs can remarkably alleviate hypoxia via in situ catalysis of hydrogen peroxide overexpressed in the TME to produce oxygen (O2). This ushers a prospect of concurrently enhancing photodynamic therapy and reversing the immunosuppressive TME. Also, OVA, as a supplement to the immune stimulation induced by phototherapy, can activate immune responses. Finally, further combination with the cytotoxic T‐lymphocyte‐associated protein 4 checkpoint blockade is reported to effectively eliminate the primary tumor and inhibit distant tumor growth via the abscopal effect of antitumor immune responses, prolonging the survival.