Immune checkpoint PD-1/PD-L1 blockade has emerged as a successful immunotherapy strategy for treating several types of malignant tumors. A constant and proper drug concentration during the treatment is important because the long-term activation of the immune system is urgently needed to perdurably recognize and attack cancer cells for a better therapeutic effect with minimum side effects. However, practically few related studies have been reported to date. In this study, we constructed a therapeutic strategy combining PD-1 blocking with photothermal ablation for malignant tumors by co-encapsulating anti-PD-1 peptide (APP) and hollow gold nanoshell (HAuNS) into biodegradable Poly (d, l-lactic-co-glycolide) nanoparticles (APP- and HAuNS-loaded PLGA nanoparticles, AA@PN). Slow and continuous release of APP from AA@PN could be obtained from 0 to 40 days, and this release was easily accelerated by illumination with a near-infrared (NIR) laser. A clear killing effect on distant tumor cells was observed after treatment of the co-culture system of PMBCs and tumor cells with AA@PN plus an NIR laser, reflecting the activated immune response. AA@PN followed by multiple irradiations with an NIR laser showed the strongest antitumor effect, with the elimination of most primary tumors compared with other treatments, and significantly inhibited the growth of the distant uninjected primary tumors, similarly to free APP with frequent injections, which induced the longest survival time for the mice in this group.