The rational design of sonocatalytic materials capable of on-demand modulating host innate and adaptive immune responses represents a critical advancement in tumor immunotherapy. Herein, inspired by the heme structures in peroxidase, we propose the design of a ferrous polyphthalocyanine network (p-PcFe) with highly efficient sonocatalytic activities for on-demand tumor immunotherapies in breast cancers. The p-PcFe exhibits remarkable structural properties, including its large π-conjugated networks, electron-rich catalytic centers, and d-π delocalization effects, which enable excellent peroxidase-like activity and ultrasound conversion efficiency within the tumor microenvironment to catalytically generate reactive oxygen species (ROS). Our systematic studies demonstrate that p-PcFe can controllably generate abundant ROS to destroy primary tumor cells and facilitate the release of tumor-associated antigens, thereby inducing immunogenic cell death (ICD) and promoting the maturation and migration of antigen-presenting cells. Consequently, the ICD effect drives macrophage polarization, enhances infiltration of tumor-specific effector T cells, and stimulates the secretion of pro-inflammatory cytokines, culminating in robust antitumor immunity, which then establishes durable immune memory and effectively prevents tumor recurrence and lung metastasis. This study demonstrates that p-PcFe not only elicits a potent antitumor immune response but also fosters long-term immune memory for cancer immunotherapy, which offers a promising and on-demand strategy to engineer ROS-producing materials to overcome the immunosuppression and boost immunogenicity for converting "immune-cold" into "immune-hot" tumors.