The central cells of solid tumors are more proliferative and metastatic than the marginal cells. Therefore, more intelligent strategies for targeting cells with deep spatial distributions in solid tumors remain to be explored. In this work, a biocompatible nanotheranostic agent with a lipid membrane-coated, Fe O and perfluoropentane (PFP)-loaded, cRGD peptide (specifically targeting the integrin αvβ3 receptor)-grafted, magnetic nanodroplets (MNDs) is developed. The MNDs exhibit excellent magnetothermal conversion and controllable magnetic hyperthermia (MHT) through alternating magnetic field regulation. Furthermore, MHT-mediated magnetic droplet vaporization (MDV) induces the expansion of the MNDs to transform them into ultrasonic microbubbles, increasing the permeability of tissue and the cell membrane via the ultrasound-targeted microbubble destruction (UTMD) technique and thereby promoting the deep penetration of MNDs in solid tumors. More importantly, MHT not only causes apoptotic damage by downregulating the expression of the HSP70, cyclin D1, and Bcl-2 proteins in tumor cells but also improves the response rate to T-cell-related immunotherapy by upregulating PD-L1 expression in tumor cells, thus inhibiting the growth of both primary and metastatic tumors. Overall, this work introduces a distinct application of nanoultrasonic biomedicine in cancer therapy and provides an attractive immunotherapy strategy for preventing the proliferation and metastasis of deeply distributed cells in solid tumors.