Inducing trained immunity in macrophages is an increasingly promising strategy for preventing cancer development. However, it has not been investigated whether trained immunity in tumor-associated macrophages (TAMs) can be initiated for antitumor applications. Here, we provide a practical strategy that utilizes the macrophage membrane (M) to camouflage Bacillus Calmette-Guérin (M@BCG), endowing it with the capability to selectively target tumors and efficiently induce trained immunity for TAMs. Using a mouse model of Lewis lung carcinoma, we show that the introduction of macrophage membrane increases BCG's accumulation in orthotopic lung cancer tissues compared with naked BCG. The superior tumor-targeting ability can augment BCG-mediated trained immunity in TAMs, leading to a robust activation of immune responses. Furthermore, macrophage depletion and adoptive transfer of BCG-trained TAM experiments demonstrate that the antitumor activity of M@BCG is dependent on the trained immunity of TAMs. More importantly, intravenous administration of M@BCG can synergistically reinforce the antitumor activity of immune checkpoint blockade without causing systemic toxicity. Taken together, our study demonstrates the successful initiation of trained immunity in TAMs using M@BCG, which exhibits prominent antitumor performance through immune activation.