Circulating tumor cells (CTCs) are important biomarkers in the development and progression of lung cancer because they can reach other organs through the blood circulation and form distant metastases, exacerbating lung cancer progression. The presence of CTCs is also the main reason for the failure of nanomedicine-based lung cancer treatments. Therefore, magnetic MoSe₂ nanosheets loaded with programmed death-ligand 1 (PD-L1), named PD-L1-MFP NS, were employed here to precisely capture lung cancer CTCs in the blood circulation through the tumor-targeting effect of PD-L1 killing CTCs with highly effective photothermal therapy (PTT). In addition, by increasing the expression of cytomegalovirus UL16-binding protein (ULBP) ligands on tumor cells, the PD-L1-MFP NS further activated natural killer (NK) cells and triggered NK cell-induced cancer immunotherapy, thereby enhancing the overall tumor-killing effect. In summary, this material designed to capture CTCs provides a substantial advancement for personalized PTT-triggered immunotherapy and has great clinical translational potential.