Targeted Alpha therapy (TAT) has promising application prospects in tumor therapy. It is very appealing to design alpha‐emitting radiopharmaceuticals that can modulate the immune microenvironment to overcome the limitations of immunotherapy. Herein, Mg/Al layered double hydroxide nanomaterials (LDH) are utilized to load the alpha‐emitting nuclide Radium‐223 (223Ra), achieving precise delivery of 223Ra to the tumor microenvironment. Dual‐modal imaging is employed to dynamically monitor the in vivo distribution of 223Ra‐LDH, ensuring its prolonged retention at the tumor site. In vitro experimentsshowed that ionizing radiation from alpha‐emitting nuclides effectively reduced glutathione (GSH) and produced large amounts of reactive oxygen species (ROS), which damaged mitochondria and released free calcium (Ca2+), thereby aggravating tumor cell death. Additionally, DNA double‐strand breaks induced by alpha‐emitting radiation triggered the STING signaling pathway, which in turn effectively induced immunogenic cell death (ICD) and promoted immune cell maturation and activation. The synergistic effect with immunotherapy triggered a powerful systemic antitumor immune response. Overall, this study develops a novel TAT therapeutic strategy with sufficient antitumor immunity.