Triple-negative breast cancer is a highly aggressive and metastatic tumor; diagnosing it in the early stages is still difficult, and the prognosis for conventional radio-chemotherapy and immunotreatment is not promising due to cancer's immunosuppressive microenvironment. The utilization of protein-based nanosystem has proven to be effective in delivering agents with limited adverse effects, yet the combination of diagnosis and treatment remains a difficult challenge. This research took advantage of natural albumin and organic molecules to construct a self-assemble core-shell nanostructure combining with superparamagnetic iron oxide nanocrystals and heptamethine cyanine dye IR780 through non-covalent interactions. This nanocomposite successfully decreased the transverse relaxation time of the magnetic resonance hydrogen nucleus, resulting in outstanding imaging, as well as emitting near-infrared II fluorescence, thereby the resulting dual-modality imaging tool was applied to improve diagnostic competency. It is noteworthy that the nanocomposites exhibited impressive enzyme-like catalytic and photothermal capabilities, resulting in a successful activation of the immune system to efficiently suppress distant metastatic lesions . Consequently, this nano-drug-based therapy could be an advantageous asset in reinforcing the immune system and hindering the growth and reappearance of the immune-cold breast cancer.