Herein, we developed a combination strategy of photochemotherapy and immunotherapy by virtue of tumor specific Fenton reactions assisted by near-infrared (NIR) light irradiation, where NIR light upconverted UV/vis light by upconversion nanoparticles (UCNPs) catalyzed the Fenton reaction between the delivered Fe2+ and H2O2 species. First, the UCNPs were coated by tannic acid and crosslinked by ferrous ions. Furthermore, we utilized the ability of GM-CSF in reprogramming anti-inflammatory, pro-tumoral M2 type tumor-associated macrophages to pro-inflammatory, antitumor M1 macrophages, which provided the source of H2O2. In vitro, MB49 cells co-incubated with GMCSF/Man-CS@UCNPs and macrophages showed increased caspase-3 activity and cell inhibition rate. Macrophages exposed to GMCSF/Man-CS@UCNPs displayed increased mRNA associated with pro-inflammatory Th1-type responses. In vivo, GMCSF/Man-CS@UCNPs significantly inhibited growth of subcutaneous and orthortopic tumor in mice. In addition, the combined immunotherapy and photochemodynamic was explored. We found that a burst release of tumor antigen and cytokines stem from cancer cells apoptosis and necrosis post photochemodynamic therapy greatly triggered the immune response in-situ. Furthermore, we investigated the activation of dendritic cells to produce high levels of interferon-gamma, an important cytokine considered as a product of T and natural killer cells. This study is expected to develop a biocompatible, sustainable and highly-efficient anti-tumor treatment strategy, which will pave a new avenue for design of nanomedicine for photochemodynamic therapy and immunotherapy.