Excessive inflammatory reactions caused by uric acid deposition are the key factor leading to gout. However, clinical medications cannot simultaneously remove uric acid and eliminate inflammation. An M2 macrophage‐erythrocyte hybrid membrane‐camouflaged biomimetic nanosized liposome (USM[H]L) is engineered to deliver targeted self‐cascading bienzymes and immunomodulators to reprogram the inflammatory microenvironment in gouty rats. The cell‐membrane‐coating endow nanosomes with good immune escape and lysosomal escape to achieve long circulation time and intracellular retention times. After being uptaken by inflammatory cells, synergistic enzyme‐thermo‐immunotherapies are achieved: uricase and nanozyme degraded uric acid and hydrogen peroxide, respectively; bienzymes improved the catalytic abilities of each other; nanozyme produced photothermal effects; and methotrexate has immunomodulatory and anti‐inflammatory effects. The uric acid levels markedly decrease, and ankle swelling and claw curling are effectively alleviated. The levels of inflammatory cytokines and ROS decrease, while the anti‐inflammatory cytokine levels increase. Proinflammatory M1 macrophages are reprogrammed to the anti‐inflammatory M2 phenotype. Notably, the IgG and IgM levels in USM[H]L‐treated rats decrease substantially, while uricase‐treated rats show high immunogenicity. Proteomic analysis show that there are 898 downregulated and 725 upregulated differentially expressed proteins in USM[H]L‐treated rats. The protein‐protein interaction network indicates that the signaling pathways include the spliceosome, ribosome, purine metabolism, etc.