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Exogenous FeIII can be used for cancer magnetic resonance (MR) imaging and potentially for cancer treatment by a ferroptosis pathway or photothermal ablation. To achieve this, effective and accurate delivery of FeIII to cancerous sites is critical, requiring a balance of release kinetics of Fe3+ in tumorous and normal tissues. A nanoprobe is described consisting of upconversion luminescence (UCL) nanoparticles as a core and a coordinatively unsaturated FeIII‐containing Fe3+/gallic acid complex as a shell. Owing to the introduction of an unsaturated coordination structure, FeIII in the nanoprobe can be released only in the tumor microenvironment in response to the lightly acidic pH. The multiple UCLs are used for quantitatively visualizing the release of Fe3+ in vivo, whilst the release resultant serves as a photothermal agent. This nanoprobe exhibited ligand‐free tumor targeting ability, activatable MR imaging performance, and efficacious therapeutic effects against tumors in vivo. [ABSTRACT FROM AUTHOR]