Surgical intervention followed by chemotherapy is the principal treatment strategy for bladder cancer, which is hindered by significant surgical risks, toxicity from chemotherapy, and high rates of recurrence after surgery. In this context, a novel approach using mild magnetic hyperthermia therapy (MHT) for bladder cancer treatment through the intra-bladder delivery of magnetic nanoparticles is presented for the first time. This method overcomes the limitations of low magnetic thermal efficiency, inadequate tumor targeting, and reduced therapeutic effectiveness associated with the traditional intravenous administration of magnetic nanoparticles. Core-shell Zn-CoFeO@Zn-MnFeO (MNP) nanoparticles were developed and further modified with hyaluronic acid (HA) to enhance their targeting ability toward tumor cells. The application of controlled mild MHT using MNP-HA at temperatures of 43-44 °C successfully suppressed the proliferation of bladder tumor cells and tumor growth, while also decreasing the expression levels of heat shock protein 70 (HSP70). Crucially, this therapeutic approach also activated the body's innate immune response involving macrophages, as well as the adaptive immune responses of dendritic cells (DCs) and T cells, thereby reversing the immunosuppressive environment of the bladder tumor and effectively reducing tumor recurrence. This study uncovers the potential immune-activating mechanism of mild MHT in the treatment of bladder cancer and confirms the effectiveness and safety of this strategy, indicating its promising potential for the clinical management of bladder cancer with a high tendency for relapse.