The pursuit of effective treatments for metastatic cancer is still one of the most intensive areas of research in the biomedical field. In a not-so-distant past, the scientific community has witnessed the rise of immunotherapy based on immune checkpoint inhibitors (ICIs). This therapeutic modality intends to abolish immunosuppressive interactions, re-establishing T cell responses against metastasized cancer cells. Despite the initial enthusiasm, the ICIs were later found to be associated with low clinical therapeutic outcomes and immune-related side effects. To address these limitations, researchers are exploring the combination of ICIs with nanomaterial-mediated phototherapies. These nanomaterials can accumulate within the tumor and produce, upon interaction with light, a temperature increase (photothermal therapy) and/or reactive oxygen species (photodynamic therapy), causing damage to cancer cells. Importantly, these photothermal-photodynamic effects can pave the way for an enhanced ICI-based immunotherapy by inducing the release of tumor-associated antigens and danger-associated molecular patterns, as well as by relieving tumor hypoxia and triggering a pro-inflammatory response. This progress report analyses the potential of nanomaterial-mediated photothermal-photodynamic therapy in combination with ICIs, focusing on their ability to modulate T cell populations leading to an anti-metastatic abscopal effect and on their capacity to generate immune memory that prevents tumor recurrence.