As synergistic photothermal immunotherapy has developed as one of the most attractive strategies for cancer therapy, it is crucial to design an effective photothermal immunotherapy system to enhance the synergistic anti-tumor effect and reveal the essential role of each treatment. In this study, we designed CpG self-crosslinked nanoparticles-loaded IR820-conjugated hydrogel with dual self-fluorescence to exert the combined photothermal-immunotherapy. IR820-hydrogel can be effective for hyperthermia to eliminate the primary tumor based on its comprehensive coverage and generated photothermal-induced tumor antigens for assisted immunotherapy. CpG self-crosslinked nanoparticles improved the immune response of adjuvant against melanoma without extra nano-carriers. The synergistic photothermal immunotherapy was achieved by the merging of CpG self-crosslinked nanoparticles and IR820-hydrogel. A possible mechanism of combined antitumor effect was further revealed by analyzing immune cells including CD8 +T cells, DCs, B cells, Treg and MDSC in tumor microenvironment. The specific antitumor immunity was provoked to remove the tumor residues and ultimately the combined treatment mode achieved more effective systemic therapeutic effect than either photothermal therapy or immunotherapy alone. Furthermore, self-fluorescent IR820-hydrogel and CpG nanoparticles exerted the imaging-guided combined photothermal-immunotherapy by the dual fluorescence imaging method without additional fluorescent labeling. This visible combined photothermal-immunotherapy offers a potential for precise cancer treatment. Copyright © 2019 Elsevier Ltd. All rights reserved.