Malignant tumor has become one of the hellish killers threatening the health of people around the world, its diagnosis and treatment has become the concerns of public. However, the optimal therapeutic dose, undesired side‐effect, and long‐term immune activation were key and bottleneck problems in tumor treatment. Herein, different batches of supramolecular therapeutic platforms, including vesicles, spherical nanoparticles, and cylindrical nanorods, with precise ratios of dye to drug (1:2) and multiple stimulus responsiveness were constructed by host‐guest complexation between cyanine‐camptothecin conjugates (IR780‐CPT2) and β‐cyclodextrin (β‐CD) pendent hydrophilic copolymers. The reduction responsiveness, near‐infrared photothermal conversion and singlet oxygen (1O2) generation performances endowed these platforms excellent cancer cells killing effect in both of in vitro cellular experiments and in vivo mice models. More importantly, without affecting the weight of mice, the maturation of dendritic cells, proliferation of T cells, up‐regulation of high mobility group protein B1, and reduction of immunosuppressive regulatory T cells were detected after employing a synergistic chemo‐photo therapy, demonstrating the body's immune effect was successfully activated. Thus, during the treatment of primary tumor, the distal tumor was also inhibited. We believe this work could provide a distinctive way to fabricate supramolecular theranostic platforms with different morphologies and improve antitumor and antimetastasis capabilities.