Although phototherapy has received widespread attention in recent years due to its high efficiency, low invasiveness, and minor side effects, there are still few studies on the relationship between phototherapy and immunotherapy. Therefore, non-stoichiometric CoWO4-x nanoparticles (NPs) were strategically designed and prepared, as these can simultaneously generate hyperthermia and reactive oxygen species (ROS) under near-infrared laser irradiation, illustrating that they can be used to realize photothermal therapy (PTT) and photodynamic therapy (PDT) on tumors. CoWO4-x NPs not only have strong near-infrared absorption, outstanding biocompatibility, and excellent photothermal stability but they also can be used as photoacoustic (PA) and Computer Tomography (CT) contrast agents for working with tumors. In particular, the relationships between phototherapy, immunogenic cell death (ICD) and immunoresistance are here discussed in depth, and enhanced phototherapy was achieved for the first time by injecting etoposide and ML385, which are two typical inhibitors for HSP60 and NRF2, respectively. Furthermore, the biocompatibility of materials in vivo was demonstrated through a variety of cell experiments, changes in mouse body weight, and histological analyses. Our work highlights the great potentials of non-stoichiometric CoWO4-x NPs as a kind of multifunctional therapeutic agent for implementing enhanced phototherapy in breast cancer by reducing the immunoresistance of HSP60 and NRF2 toward PTT and PDT.