Autophagy is a homeostatic lysosome-dependent metabolic process to eliminate damaged or dysfunctional cellular organelles, which is closely associated with tumor progression. Indocyanine green (ICG) can convert NIR light energy to localized heat for cancer cell and tissue ablation. However, the effect of autophagy modulation on ICG-mediated photothermal therapy remains unknown. In this study, it is found that primaquine (PQ) suppresses autophagy flux at a late stage through the impeding fusion of the autophagosome with the lysosome to form an autophagolysosome, leading to cell apoptosis or necrosis. This autophagosome-lysosome fusion inhibitory effect and the autophagosome accumulation are more evident in the photothermal therapy combined with autophagy inhibition. Motivated by this notable effect, a cascade-targeting nanocapsule (HCP) is constructed using an organic solvent-free strategy to coencapsulate PQ and ICG. By targeting the cluster designation 44 molecule and sequentially enhancing the cell-penetrating peptide-mediated endocytosis, the codelivery of PQ/ICG by HCP achieves selective recognition and reinforces the internalization by MCF-7 cells to exert a synergistic therapeutic effect on MCF-7 cells both in vitro and in vivo. The HCP system for the photothermal and autophagy inhibition combination therapy represents a novel strategy for the treatment of breast cancer.