Abstract Pyroptosis is an immunogenic cell death and would trigger robust antitumor immunity. However, due to cytoxicity of pyroptosis executors, Gasdermin family proteins, it is indispensable to construct tumor‐specific vectors. Here, we report the development of a novel vector named lipid‐coated poly(lactide‐co‐glycolide) (PLGA) nanoparticles coloaded with Gasdermin E expressing plasmid DNA (GSDME‐pDNA) with a heat‐inducible mouse heat shock protein 70 (mHSP70) as the promoter and a photosensitizer indocyanine green (ICG) to activate the mHSP70 element. The cellular internalization and transfection rate of the vector were remarkably enhanced by photothermal treatment. And the mHSP70 promoter further improved the gene transfection rate for about 15‐fold. With the combination of oxaliplatin (OXA), the mechanism switch between apoptosis and pyroptosis was fulfilled by cleavage of GSDME through activated caspase‐3, which promoted damage‐associated molecular patterns (DAMPs) release and increased the infiltration of immune cells at the tumor site. This combination strategy not only prominently inhibited the growth of the treated tumor, but also exhibited a lethal effect on the distal tumors. Besides, mouse colon cancer cell CT26 overexpressing GSDME after OXA treatment had the potential to be the preventive tumor vaccine. This study provides a novel thought and feasible method for the clinical treatment of colon cancer.