Magnetic hyperthermia (MHT) utilizing heat generated by magnetic nanoparticles under alternating magnetic field (AMF) is an effective local tumor ablation method but can hardly treat metastatic tumors. In this work, we discover that pure iron nanoparticles (FeNPs) with high magnetic saturation intensity after being modified by biocompatible polymers are stable in aqueous solution and could be employed as a supereffective MHT agent to generate sufficient heating under a low-power AFM. Effective MHT ablation of tumors is then achieved, using either locally injected FeNPs or intravenously injected FeNPs with the help of locally applied tumor-focused constant magnetic field to enhance the tumor accumulation of those nanoparticles. We further demonstrate that the combination of FeNP-based MHT with local injection of nanoadjuvant and systemic injection of anticytotoxic T-lymphocyte antigen-4 (anti-CTLA4) checkpoint blockade would result in systemic therapeutic responses to inhibit tumor metastasis. A robust immune memory effect to prevent tumor recurrence is also observed after the combined MHT-immunotherapy. This work not only highlights that FeNPs with appropriate surface modification could act as a supereffective MHT agent but also presents the great promises of combining MHT with immunotherapy to achieve long-lasting systemic therapeutic outcome after local treatment.