The clinical application of cancer immunotherapy is unsatisfied due to low response rates and systemic immune-related adverse events. Microwave hyperthermia can be used as a synergistic immunotherapy to amplify the antitumor effect. Herein, we designed a Gd-based metal-organic framework (Gd-MOF) nanosystem for MRI-guided thermotherapy and synergistic immunotherapy, which featured high performance in drug loading and tumor tissue penetration. The PD-1 inhibitor (aPD-1) was initially loaded in the porous Gd-MOF (Gd/M) nanosystem. Then, the phase change material (PCM) and the cancer cell membrane were further sequentially modified on the surface of Gd/MP to obtain Gd-MOF@aPD-1@CM (Gd/MPC). When entering the tumor microenvironment (TME), Gd/MPC induces immunogenic death of tumor cells through microwave thermal responsiveness, improves tumor suppressive immune microenvironment and further enhances anti-tumor ability of T cells by releasing aPD-1. Meanwhile, Gd/MPC can be used for contrast-enhanced MRI. Transcriptomics data revealed that the downregulation of MSK2 in cancer cells leads to the downregulation of c-fos and c-jun, and ultimately leads to the apoptosis of cancer cells after treatment. In general, Gd/MPC nanosystem not only solves the problem of system side effect, but also achieves the controlled drug release via PCM, providing a promising theranostic nanoplatform for development of cancer combination immunotherapy.