Clinical thrombus therapy continues to be challenged by unsatisfactory antithrombotic outcomes and high bleeding risk. Rational design of prodrugs for thrombolytic agents is expected to ameliorate this situation. Nevertheless, a significant obstacle is the inadequate penetration of prodrugs and prodrug‐engineered nanomedicines, which hampers their effective interaction with the excessive stimuli produced in thrombi, resulting in suboptimal drug activation. Herein, a clot‐piercing nanoassembly is reported to facilitate photothermal clot penetration, adaptable drug activation, anti‐inflammatory action, and synergetic antithrombotic therapy, the nanoassembly is molecularly co‐assembled using a photothermal photosensitizer and a reactive oxygen species (ROS)‐sensitive antiplatelet dimeric prodrug. The nanoassembly demonstrates multiple advantages, including facile fabrication, high drug co‐loading capacity, long circulation time in the blood, thrombus‐targeting accumulation, photothermal‐potentiated clot‐piercing deep penetration, on‐demand prodrug activation in response to high H2O2 concentrations inside the clots, and anti‐inflammatory/antiplatelet synergy. These advantages result in significantly enhanced antithrombotic efficacy in vivo with favorable safety. This study presents a new paradigm for the development of prodrug‐driven antithrombotic nanomedicines.