The development of nanoassemblies, activated by the tumor microenvironment, capable of generating photothermal therapy (PTT) and amplifying the “ROS (·OH) storm,” is essential for precise and effective synergistic tumor treatment. Herein, an innovative cascade‐amplified nanotheranostics based on biodegradable Pd‐BSA‐GOx nanocomposite for NIR‐II photoacoustic imaging (PAI) guides self‐enhanced NIR‐II PTT/chemodynamic therapy (CDT)/starvation synergistic therapy. The Pd‐BSA‐GOx demonstrates the ability to selectively convert overexpressed H2O2 into strongly toxic ·OH by a Pd/Pd2+‐mediated Fenton‐like reaction at a lower pH level. Simultaneously, the GOx generates H2O2 and gluconic acid, effectively disrupting nutrient supply and instigating tumor starvation therapy. More importantly, the heightened levels of H2O2 and increased acidity greatly enhance the Fenton‐like reactivity, generating a significant “·OH storm,” thereby achieving Pd2+‐mediated cascade‐amplifying CDT. The specific PTT facilitated by undegraded Pd accelerates the Fenton‐like reaction, establishing a positive feedback process for self‐enhancing synergetic PTT/CDT/starvation therapy via the NIR‐II guided‐PAI. Therefore, the multifunctional nanotheranostics presents a simple and versatile strategy for the precision diagnosis and treatment of tumors.