AbstractIn this study, to visually acquire all‐round structural and functional information of lung cancer while performing synergistic photothermal therapy (PTT) and tumor‐targeting immunotherapy, a theranostic nanoplatform that introduced upconversion nanoparticles (UCNPs) and IR‐1048 dye into the lipid‐aptamer nanostructrure (UCILA) is constructed. Interestingly, the IR‐1048 dye grafted into the lipid bilayer can serve as the theranostic agent for photoacoustic imaging, optical coherence tomography angiography, photothermal imaging, and PTT in the second near infrared (NIR‐II) window. In addition, loaded in the inner part of UCILA, UCNPs possess the superior luminescence property and high X‐ray attenuation coefficient, which can act as contrast agents for computed tomography (CT) and thermo‐sensitive up‐conversion luminescence (UCL) imaging, enabling real‐time tracking of metabolic activity of tumor and temperature‐feedback PTT. Furthermore, under the complementary guidance of penta‐modal imaging and an accurate monitoring of in situ temperature change during PTT, UCILA exhibits its excellent capability for ablating the lung tumor with minimal side effects. Meanwhile, synergistic CAR‐NK immunotherapy is carried out specifically to eradicate any possible residual tumor cells after PTT. Therefore, the UCILA nanoplatform is demonstrated as a multifunctional theranostic agent for both penta‐modal imaging and temperature‐feedback PTT while conducting targeting immunotherapy of lung cancer.