Sophisticated self-assembly may endow materials with a variety of unique functions that are highly desirable for therapeutic nanoplatform. Herein, we report the coassembly of two structurally defined telodendrimers, each comprised of hydrophilic linear PEG and hydrophobic cholic acid cluster as a basic amphiphilic molecular subunit. One telodendrimer has four added indocyanine green derivatives, leading to excellent photothermal properties; the other telodendrimer has four sulfhydryl groups designed for efficient intersubunit cross-linking, contributing to superior stability during circulation. The coassembled nanoparticle (CPCI-NP) possesses superior photothermal conversion efficiency as well as efficient encapsulation and controlled release of cytotoxic molecules and immunomodulatory agents. CPCI-NP loaded with doxorubicin has proven to be a highly efficacious combination photothermal/chemotherapeutic nanoplatform against orthotopic OSC-3 oral cancer xenograft model. When loaded with imiquimod, a potent small molecule immunostimulant, CPCI-NP is found to be highly effective against 4T1 syngeneic murine breast cancer model, particularly when photothermal/immuno-therapy is given in combination with PD-1 checkpoint blockade antibody. Such triple therapy not only eradicates the light-irradiated primary tumors, but also activates systemic antitumor immunoactivity, causing tumor death at light-unexposed distant tumor sites. This coassembled multifunctional, versatile, and easily scalable photothermal immuno-nanoplatform shows great promise for clinical translation.