The synergistic effect of apoptosis and cuproptosis, along with the activation of the immune system, presents a promising approach to enhance the efficacy against triple‐negative breast cancer (TNBC). Here, two prodrugs are synthesized: a reactive oxygen species (ROS)‐responsive prodrug PEG‐TK‐DOX and a glutathione (GSH)‐responsive prodrug PEG‐DTPA‐SS‐CPT. These prodrugs are self‐assembled and chelated Cu2+ to prepare nanoparticle PCD@Cu that simultaneously loaded doxorubicin (DOX), camptothecin (CPT), and Cu2+. The elevated levels of ROS and GSH in TNBC cells disrupted the PCD@Cu structure, leading to the release of Cu+, DOX, and CPT and the depletion of GSH. DOX and CPT triggered apoptosis with immunogenic cell death (ICD) in TNBC cells. Simultaneously, PCD@Cu downregulated the expression of copper transporting ATPase 2 (ATP7B), causing a significant accumulation of copper ions in TNBC cells. This further induced the aggregation of lipoylated dihydrolipoamide S‐acetyltransferase (DLAT) and downregulation of iron‐sulfur (Fe‐S) cluster proteins, ultimately leading to cuproptosis and ICD in TNBC. In vitro and in vivo experiments confirmed that PCD@Cu induced apoptosis and cuproptosis in TNBC and activated the immune system, demonstrating strong anti‐tumor capabilities. Moreover, PCD@Cu exhibited an excellent biosafety profile. Overall, this study provides a promising strategy for effective TNBC therapy.