Insufficient tumor immunogenicity and immune escape from tumors remain common problems in all tumor immunotherapies. Recent studies have shown that pyroptosis, a form of programmed cell death that is accompanied by immune checkpoint inhibitors, can induce effective immunogenic cell death and long‐term immune activation. Therapeutic strategies to jointly induce pyroptosis and reverse immunosuppressive tumor microenvironments are promising for cancer immunotherapy. In this regard, a dual‐responsive supramolecular polymeric nanomedicine (NCSNPs) to self‐cascade amplify the benefits of cancer immunotherapy is designed. The NCSNPs are formulated by β‐cyclodextrin coupling nitric oxide (NO) donor, a pyroptosis activator, and NLG919, an indoleamine 2,3‐dioxygenase (IDO) inhibitor, and self‐assembled through host–guest molecular recognition and hydrophobic interaction to obtain nanoparticles. NCSNPs possess excellent tumor accumulation and bioavailability attributed to ingenious supramolecular engineering. The study not only confirms the occurrence of NO‐triggered pyroptosis in tumors for the first time but also reverses the immunosuppressive microenvironment in tumor sites via an IDO inhibitor by enhancing the infiltration of cytotoxic T lymphocytes, to achieve remarkable inhibition of tumor proliferation. Thus, this study provides a novel strategy for cancer immunotherapy.