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Cancer vaccines which can activate antitumor immune response have great potential for metastatic tumors treatment. However, clinical translation of cancer vaccines remained challenging due to weak tumor antigen immunogenicity, inefficient in vivo delivery, and immunosuppressive tumor microenvironment. Nanomaterials-based photothermal treatment (PTT) triggers immunogenic cell death while providing in situ tumor-associated antigens for subsequent anti-tumor immunity. Here, an in situ photothermal nano-vaccine (designated as BCNCCM) based on cancer cell membrane (CCM) was explored by co-encapsulating immune adjuvant CpG oligodeoxynucleotide (ODN) loaded black phosphorus-Au (BP-Au) nanosheets together with an indoleamine 2,3-dioxygenase (IDO) inhibitor (NLG919) by CCM, for the elimination of primary and metastatic breast tumors. The nano-vaccine could be delivered to tumor site selectively by CCM targeting and exhibit vaccine-like functions through the combined effect of in situ generated tumor-associate agents after PTT and immune adjuvant CpG, resulting in trigger of tumor-specific immunity. Furthermore, tumor inhibition was enhanced owing to the reversed immunosuppressive microenvironment mediated by IDO inhibitors. The nano-vaccine not only had good therapeutic effect on primary and metastatic tumors, but also could prevent tumor recurrence by producing systemic immune memory. Therefore, the photothermal nano-vaccine which coordinate in situ vaccine-like function and immune modulation may be a promising stragegy for photo-immunotherapy of metastatic tumors.