We developed a custom-designed liposome carrier for co-delivery of a potent immunogenic cell death (ICD) stimulus plus an inhibitor of the indoleamine 2,3-dioxygenase (IDO-1) pathway to establish a chemo-immunotherapy approach for solid tumors in syngeneic mice. The carrier was constructed by remote import of the anthraquinone chemotherapeutic agent, mitoxantrone (MTO), into the liposomes, which were further endowed with a cholesterol-conjugated indoximod (IND) prodrug in the lipid bilayer. For proof-of-principle testing, we used IV injection of the MTO/IND liposome in a CT26 colon cancer model to demonstrate the generation of a robust immune response, characterized by the appearance of ICD markers (CRT and HMGB-1) as well as evidence of cytotoxic cancer cell death, mediated by perforin and granzyme B. Noteworthy, the cytotoxic effects involved natural killer (NK), which suggests a novel type of ICD response. The immunotherapy response was significantly augmented by co-delivery of the IND prodrug, which induced additional CRT expression, reduced number of Foxp3 + Treg and increased perforin release, in addition to extending animal survival beyond the effect of an MTO-only liposome. The outcome reflects the improved pharmacokinetics of MTO delivery to the cancer site by the carrier.