Cancer immunotherapy has achieved promising clinical responses in recent years owing to the potential of controlling metastatic disease. However, there is a limited research to prove the superior therapeutic efficacy of immunotherapy on breast cancer compared with melanoma and non-small-cell lung cancer because of its limited expression of PD-L1, low infiltration of cytotoxic T lymphocytes (CTLs), and high level of myeloid-derived suppressor cells (MDSCs). Herein, a multifunctional nanoplatform (FA-CuS/DTX@PEI-PpIX-CpG nanocomposites, denoted as FA-CD@PP-CpG) for synergistic phototherapy (photodynamic therapy (PDT), photothermal therapy (PTT) included) and docetaxel (DTX)-enhanced immunotherapy is successfully developed. The nanocomposites exhibit excellent PDT efficacy and photothermal conversion capability under 650 and 808 nm irradiation, respectively. More significantly, FA-CD@PP-CpG with no obvious side effects can remarkably inhibit the tumor growth in vivo based on a 4T1-tumor-bearing mice modal. A low dosage of loaded DTX in FA-CD@PP-CpG can promote infiltration of CTLs to improve efficacy of anti-PD-L1 antibody (aPD-L1), suppress MDSCs, and effectively polarize MDSCs toward M1 phenotype to reduce tumor burden, further to enhance the antitumor efficacy. Taken together, FA-CD@PP-CpG nanocomposites offer an efficient synergistic therapeutic modality in docetaxel-enhanced immunotherapy for clinical application of breast cancer.