Herein, a photothermal nanoplatform based on ferric ions (Fe3+), naturally‐derived polyphenol gallic acid (GA), model antigen ovalbumin (OVA), and l‐buthionine sulfoximine (BSO) was constructed, which can supply with GPX4 inhibitors to eliminate colorectal cancer (CRC) by trapping the tumor cells in the ferroptosis and immunotherapy cascade loop. The gene discussed is GPX4; the disease is colorectal carcinoma.