Development of carrier‐free full‐active nanoplatforms to exert efficient tumor therapeutics and prevent tumor recurrence remains to be a challenging task. Herein, a microfluidic synthesis of self‐assembled carrier‐free gossypol (Gos)‐iron ion (Fe3+)‐toyocamycin (Toy) nanocapsules (GFT NCs) is developed for tumor magnetic resonance (MR) imaging and chemo‐chemodynamic‐immune therapy. The constructed GFT NCs with an average diameter of 101.9 nm display desirable colloidal stability, uniformity, pH‐responsive drug release profile, and enhanced r1 relaxivity (3.71 mm−1s−1) under an acidic condition. The NCs‐mediated co‐delivery of Gos, Fe3+, and Toy induces apparent immunogenic cell death by leveraging a combination of Gos‐induced mitochondrial dysfunction, Fe3+‐mediated chemodynamic therapy, and Toy‐amplified endoplasmic reticulum stress, thus efficiently inhibiting tumor growth and metastasis while triggering a potent antitumor immunity. When combined with programmed cell death ligand 1 antibody, the GFT NCs significantly enhance immune activation and establish tumor‐specific immune memory effects, thereby preventing tumor recurrence. Compared to Magnevist, a commercial T1 MR imaging contrast agent, the GFT NCs offer superior tumor T1‐weighted MR imaging at equivalent Fe or Gd concentrations in vivo. The developed GFT NCs represent a potential carrier‐free full‐active nanomedicine formulation for multifaceted and enhanced immunotherapy across diverse tumor types.