In immunotherapy for malignant tumors, the dysregulation of the balance between effector T cells and regulatory T cells (Tregs) and the uncertain efficacy due to individual differences have been considered as two critical challenges. In this study, we engineered an injectable nanocomposite hydrogel system (SNAs@M-Gel) capable of suppressing Treg proliferation and blocking PD-1/PD-L1-mediated immune evasion effectively, achieved through the stimulus-responsive modulation of multiple tumor-associated microRNAs. Simultaneously, this system enables microRNA-dependent photothermal immunotherapy, facilitating a highly efficient and personalized approach to tumor treatment. Specifically, oxidized sodium alginate (OSA) and cancer cell membrane (CCM)-encapsulated spherical nucleic acid nanoparticles (SNAs@M) were used to construct the SNAs@M-Gel hydrogel in situ at the tumor site through the formation of pH-sensitive Schiff base bonding and cross-linking using endogenous calcium ions (Ca2+). During treatment, SNAs@M-Gel was retained locally for up to 10 days, and SNAs@M nanoparticles were continuously released into the tumor microenvironment. Through the targeting ability of CCM, SNAs@M precisely entered tumor cells and specifically hybridized with the overexpressed miR-214 and miR-130a, leading to a significant downregulation of PD-L1 expression on tumor cells and the restoration of cytotoxic T lymphocyte (CTL) function suppressed by Tregs, thereby remodeling the immune microenvironment. In addition, miRNAs functioned as cross-linking agents, facilitating the aggregation of SNAs and allowing the localized production of photothermal agents directly inside tumor cells, which, under near-infrared (NIR) irradiation, promoted highly selective photothermal therapy. This cascade of events not only led to the destruction of the primary tumor but also resulted in the release of a substantial number of tumor-related antigens, which triggered the maturation of adjacent dendritic cells (DCs) and subsequent priming of tumor-specific CTLs, while simultaneously depleting Tregs, thereby reversing the tumor-promoting immune microenvironment and enhancing the overall therapeutic efficacy of photothermal immunotherapy.