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Simple Summary: The immune system has been shown to play a critical role in controlling tumor development. Therefore, therapeutic strategies based on targeting tumors from this point of view are becoming increasingly important. One of the approaches offered by nanotechnology and small molecules in this context is the induction of immunogenic cell death (ICD). In this work, a characterization of the antitumor response of paramagnetic iron nanoparticles conjugated with a platinum compound is presented. A highlight of this work is the significant improvement in the antitumor properties of the nanoconjugate comparing it with the platinum compound. Moreover, the conjugation has been shown to have crucial properties for the induction of ICD, such as the activation of cellular endoplasmic reticulum stress. Our results emphasize the relevance of nanotechnology as a fundamental strategy for the development of new approaches with onco-immunotherapy activity. From chemistry design to clinical application, several approaches have been developed to overcome platinum drawbacks in antitumoral therapies. An in-depth understanding of intracellular signaling may hold the key to the relationship of both conventional drugs and nanoparticles. Within these strategies, first, nanotechnology has become an essential tool in oncotherapy, improving biopharmaceutical properties and providing new immunomodulatory profiles to conventional drugs mediated by activation of endoplasmic reticulum (ER) stress. Secondly, functional proteomics techniques based on microarrays have proven to be a successful method for high throughput screening of proteins and profiling of biomolecule mechanisms of action. Here, we conducted a systematic characterization of the antitumor profile of a platinum compound conjugated with iron oxide nanoparticles (IONPs). As a result of the nano-conjugation, cytotoxic and proteomics profiles revealed a significant improvement in the antitumor properties of the starting material, providing selectivity in certain tumor cell lines tested. Moreover, cell death patterns associated with immunogenic cell death (ICD) response have also been identified when ER signaling pathways have been triggered. The evaluation in several tumor cell lines and the analysis by functional proteomics techniques have shown novel perspectives on the design of new cisplatin-derived conjugates, the high value of IONPs as drug delivery systems and ICD as a rewarding approach for targeted oncotherapy and onco-immunotherapies. [ABSTRACT FROM AUTHOR]