Abstract: Immunotherapy has emerged as a potential approach for breast cancer treatment. However, the rigid stromal microenvironment and low immunogenicity of breast tumors strongly reduce sensitivity to immunotherapy. To sensitize patients to breast cancer immunotherapy, hyaluronic acid-modified zinc peroxide–iron nanocomposites (Fe-ZnO2@HA, abbreviated FZOH) were synthesized to remodel the stromal microenvironment and increase tumor immunogenicity. The constructed FZOH spontaneously generated highly oxidative hydroxyl radicals (·OH) that degrade hyaluronic acid (HA) in the tumor extracellular matrix (ECM), thereby reshaping the tumor stromal microenvironment and enhancing blood perfusion, drug penetration, and immune cell infiltration. Furthermore, FZOH not only triggers pyroptosis through the activation of the caspase-1/GSDMD-dependent pathway but also induces ferroptosis through various mechanisms, including increasing the levels of Fe2+ in the intracellular iron pool, downregulating the expression of FPN1 to inhibit iron efflux, and activating the p53 signaling pathway to cause the failure of the SLC7A11-GSH-GPX4 signaling axis. Upon treatment with FZOH, 4T1 cancer cells undergo both ferroptosis and pyroptosis, exhibiting a strong immunogenic response. The remodeling of the tumor stromal microenvironment and the immunogenic response of the cells induced by FZOH collectively compensate for the limitations of cancer immunotherapy and significantly enhance the antitumor immune response to the immune checkpoint inhibitor αPD-1. This study proposes a perspective for enhancing immune therapy for breast cancer.