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Immune responses stimulated by photodynamic therapy (PDT) and photothermal therapy (PTT) are a promising strategy for the treatment of advanced cancer. However, the antitumor efficacy by PDT or PTT alone is less potent and unsustainable against cancer metastasis and relapse. In this study, Gd3+ and chlorin e6 loaded single‐walled carbon nanohorns (Gd‐Ce6@SWNHs) are developed, and it is demonstrated that they are a strong immune adjuvant, and have high tumor targeting and penetration efficiency. Then, three in vivo mouse cancer models are established, and it is found that sequential PDT and PTT using Gd‐Ce6@SWNHs synergistically promotes systemic antitumor immune responses, where PTT stimulates dendritic cells (DCs) to secrete IL‐6 and TNF‐α, while PDT triggers upregulation of IFN‐γ and CD80. Moreover, migration of Gd‐Ce6@SWNHs from the targeted tumors to tumor‐draining lymph nodes sustainably activates the DCs to generate a durable immune response, which eventually eliminates the distant metastases without using additional therapeutics. Gd‐Ce6@SWNHs intervened phototherapies also generate durable and long‐term memory immune responses to tolerate and prevent cancer rechallenge. Therefore, this study demonstrates that sequential PDT and PTT using Gd‐Ce6@SWNHs under moderate conditions elicits cooperative and long‐lasting antitumor immune responses, which are promising for the treatment of patients with advanced metastatic cancers. [ABSTRACT FROM AUTHOR]