ABSTRACT Therapy based on heat and reactive oxygen species (ROS) generation have attracted increasing attention, while the weak photothermal ability and low ROS production have severely limited the efficiency of the tumor treatment. Here, 2D ultrathin CuS‐phosphomolybdic acid (PMA) nanosheets are synthesized at sub‐nanoscale. Typically, the improved second near‐infrared light (NIR‐II) light absorption, small bandgap, fast hot carrier response, abundant oxygen vacancies, and the electron delocalization between closely connected PMA and CuS units in sub‐nanoscale result in the notably enhanced NIR‐II photothermal therapy (PTT) performance of CuS‐PMA. The reversible redox of Mo active sites in PMA provides basis for glutathione (GSH) depletion while triggering chemodynamic therapy (CDT) in the tumor microenvironment (TME), and the heat produced by the PTT greatly promotes the CDT and GSH depletion, where CuS‐PMA presents sevenfold more ROS generation and fourfold more GSH depletion under PTT. In addition, the ROS generation/GSH depletion can downregulate heat shock proteins, weakening the heat resistance of tumor cells and thereby amplifying the killing effect of PTT. Moreover, the combination of antiprogrammed death‐ligand 1 (αPD‐L1) with the treatment of CuS‐PMA promote the immunotherapy, resulting in the suppression of untreated abscopal tumors.