Immune checkpoint inhibitors (ICIs) offer promise in breaking through the treatment and survival dilemma of triple‐negative breast cancer (TNBC), yet only immunomodulatory subtype and ≈5% TNBC patients respond as monotherapy due to lack of effector immune cells (internal problem) and physical barrier (external limitation) formed by cancer‐associated fibroblasts (CAFs). A hydrogel drug‐delivery platform, ALG@TBP‐2/Pt(0)/nintedanib (ALG@TPN), is designed to induce strong immune functions and the dual elimination of the internal and external tumor microenvironment (TME). Activated by white light, through type I and II photodynamic therapy (PDT), TBP‐2 generates large amounts of reactive oxygen species (ROS) intracellularly, oxidizing mitochondrial DNA (mtDNA). The unique catalase activity of Pt(0) converts endogenous H2O2 to O2, reducing the anoxia‐limiting PDT and enhancing ROS generation efficacy. Abundant ROS can oxidize Pt(0) to cytotoxic Pt(II), damaging the nuclear DNA (nDNA). Dual damage to mtDNA and nDNA might bi‐directionally activate the cGAS/STING pathway and enhance the immune cell response. Besides, nintedanib demonstrates a significant inhibitory effect on CAFs, weakening the immune barrier and deepening immune cell infiltration. Overall, the study provides a self‐oxygenating hydrogel with the “PDT/chemotherapy/anti‐CAFs” effect, triggering the cGAS/STING pathway to reshape the TME. Both internal and external interventions increase anti‐TNBC immune responses.