As a revolutionary cancer treatment strategy, immunotherapy has attracted great attention. However, the effect of immunotherapy such as immune checkpoint blockade (ICB) is usually limited by insufficient immune response in the body. Herein, a polycation-based magnetic nanocluster platform was developed to load therapeutic nucleic acids, which could achieve gene therapy-mediated ICB and efficient magnetic hyperthermia therapy (MHT). The silencing of immune checkpoints together with MHT-induced immunogenic cell death (ICD) effectively alleviated the immune escape of cancer cells and significantly enhanced the visibility of cancer cells to the immune system. This combined treatment strategy activated a strong adaptive anti-cancer immune response in vivo, greatly inhibiting tumor growth, metastasis and recurrence.