Breast cancer is the most common malignant tumor that threatens women's life and health, and metastasis often occurs in the advanced stage of breast cancer, leading to pathological bone destruction and seriously reducing patient quality of life. In this study, we coupled chlorin e6 (Ce6) with mono-(6-amino-6-deoxy)-beta-cyclodextrin (beta-CD) to form Ce6-CD, and combined ferrocene with the FFVLG3C peptide and PEG chains to form the triblock molecule Fc-pep-PEG. In addition, the IDO-1 inhibitor NLG919 was loaded with Ce6-CD and Fc-pep-PEG to construct the supramolecular nanoparticle NLG919@Ce6-CD/Fc-pep-PEG (NLG919@CF). After laser irradiation, Ce6 produced robust reactive oxidative species to induce tumor cell apoptosis. Simultaneously, ferrocene became charged, and Fc-pep-PEG dissociated from the spherical nanoparticles, enabling their transformation into nanofibers, which increased both the retention effect and the induction of ferroptosis. The released NLG919 reduced the number of regulatory T cells (Tregs) and restored the function of cytotoxic T lymphocytes (CTLs) by inhibiting the activity of IDO-1. Moreover, combined administration with an anti-PD-1 antibody further relieved immune suppression in the tumor microenvironment. This article presents a new strategy for the clinical treatment of breast cancer with bone metastasis and osteolysis.