Cancer immunotherapy has achieved promising clinical responses in recent years owing to the potential of controlling metastatic disease. However, there is a limited research to prove the superior therapeutic efficacy of immunotherapy on breast cancer compared with melanoma and non‐small‐cell lung cancer because of its limited expression of PD‐L1, low infiltration of cytotoxic T lymphocytes (CTLs), and high level of myeloid‐derived suppressor cells (MDSCs). Herein, a multifunctional nanoplatform (FA‐CuS/DTX@PEI‐PpIX‐CpG nanocomposites, denoted as FA‐CD@PP‐CpG) for synergistic phototherapy (photodynamic therapy (PDT), photothermal therapy (PTT) included) and docetaxel (DTX)‐enhanced immunotherapy is successfully developed. The nanocomposites exhibit excellent PDT efficacy and photothermal conversion capability under 650 and 808 nm irradiation, respectively. More significantly, FA‐CD@PP‐CpG with no obvious side effects can remarkably inhibit the tumor growth in vivo based on a 4T1‐tumor‐bearing mice modal. A low dosage of loaded DTX in FA‐CD@PP‐CpG can promote infiltration of CTLs to improve efficacy of anti‐PD‐L1 antibody (aPD‐L1), suppress MDSCs, and effectively polarize MDSCs toward M1 phenotype to reduce tumor burden, further to enhance the antitumor efficacy. Taken together, FA‐CD@PP‐CpG nanocomposites offer an efficient synergistic therapeutic modality in docetaxel‐enhanced immunotherapy for clinical application of breast cancer.