While immunotherapy has become a highly promising paradigm for cancer treatment in recent years, it has long been recognized that photodynamic therapy (PDT) has the ability to trigger antitumor immune responses. However, conventional PDT triggered by visible light has limited penetration depth, and its generated immune responses may not be robust enough to eliminate tumors. Herein, upconversion nanoparticles (UCNPs) are simultaneously loaded with chlorin e6 (Ce6), a photosensitizer, and imiquimod (R837), a Toll-like-receptor-7 agonist. The obtained multitasking UCNP-Ce6-R837 nanoparticles under near-infrared (NIR) irradiation with enhanced tissue penetration depth would enable effective photodynamic destruction of tumors to generate a pool of tumor-associated antigens, which in the presence of those R837-containing nanoparticles as the adjuvant are able to promote strong antitumor immune responses. More significantly, PDT with UCNP-Ce6-R837 in combination with the cytotoxic T-lymphocyte-associated protein 4 (CTLA-4) checkpoint blockade not only shows excellent efficacy in eliminating tumors exposed to the NIR laser but also results in strong antitumor immunities to inhibit the growth of distant tumors left behind after PDT treatment. Furthermore, such a cancer immunotherapy strategy has a long-term immune memory function to protect treated mice from tumor cell rechallenge. This work presents an immune-stimulating UCNP-based PDT strategy in combination with CTLA-4 checkpoint blockade to effectively destroy primary tumors under light exposure, inhibit distant tumors that can hardly be reached by light, and prevent tumor reoccurrence via the immune memory effect.