Tumor microenvironment (TME)-mediated cancer therapy, such as chemodynamic therapy (CDT) based on Fenton reaction, has attracted extensive attention in recent years. However, efficient Fenton reactions usually require stringent reaction conditions (low pH value and sufficient H 2 O 2 ). Therefore, there is an urgent need to improve the efficiency of Fenton reaction within the tumor for enhanced CDT in cancer treatment. Herein, Cu 2 Se hollow nanocubes (HNCs) are successfully prepared via an anion exchange method using Cu 2 O nanocubes (NCs) as the template. This method is also successfully used to synthesize Cu 2 S or CuSSe HNCs with the similar structure. By tuning the reaction time in the process of transforming Cu 2 O NCs into Cu 2 Se HNCs, Cu 2 Se HNCs with optimized performances in high NIR II photothermal conversion efficiency (50.89%) and good Fenton-like properties are obtained. After surface coating, PEGylated Cu 2 Se HNCs show good water dispersibility and biocompatibility. Importantly, in vitro and in vivo experiments demonstrate the significant synergistic effect of combining photothermal therapy (PTT) and CDT based on PEG-Cu 2 Se HNCs, achieving greatly enhanced efficacy than that obtained by PTT or CDT alone. Moreover, such PEG-Cu 2 Se HNCs appear to be rather safe for treated animals without noticeable long-term toxicity.