A combination of rapid disease progression and insufficient therapeutic options continues to complicate the clinical management of anaplastic thyroid carcinoma (ATC). The antitumor effect of photothermal therapy (PTT) arises from heat generated in situ, leading to tumor cell damage. However, its therapeutic efficacy is constrained by insufficient tissue penetration and inadequate immune activation, making complete tumor eradication challenging. Despite its ability to induce antitumor immune responses, CpG oligodeoxynucleotide (CpG ODN)-mediated immunotherapy shows limited efficacy as a standalone approach and does not sufficiently improve the immunosuppressive conditions within the tumor microenvironment. Photothermal therapy (PTT), when used alongside CpG ODN-mediated immunotherapy, may provide enhanced antitumor effects arising from their complementary functions. In this study, we developed a nanoplatform integrating CpG ODN-mediated immune activation with the photothermal properties of Fe3+-doped polydopamine for the treatment of ATC. Assessment of the nanoplatform revealed satisfactory compatibility in biological contexts, accompanied by reproducible photothermal conversion performance. In vitro assessment revealed enhanced dendritic cell maturation, accompanied by an increase in pro-inflammatory cytokine production following this treatment. The combined treatment, when evaluated in vivo, was linked to decreased tumor growth and coincided with immunogenic cell death, increased dendritic cell maturation, enhanced T cell infiltration, and alterations in the immunosuppressive tumor microenvironment. Use of the combinational strategy resulted in greater antitumor effects than monotherapies, accompanied by direct tumor ablation and the activation of systemic immune responses. A therapeutic benefit for ATC may be achieved through the integration of photothermal therapy with immunotherapy.