Microwave ablation (MWA) therapy, as a local tumor hyperthermia technology, holds great promise for hepatoma treatment. However, the extensive clinical application of the MWA therapy is mired by incomplete ablation and nonspecific thermal injury. Herein, the microwave (MW) absorption-based magnetic liquid metal (MLM) nanohybrids are designed, serving as “precise strike nano-missiles for tumor” to enhance MWA technique for hepatoma therapy by MW thermodynamic synergistic priming immunomodulatory effects. The nano-missiles were prepared via encapsulating MLM into Alginate (ALG) microgels through a simple sonication process and further coating hyaluronic acid with layer-by-layer self-assembly technique (MLM@ALG-L NMs). It has excellent tumor targeting, and MRI function is introduced to offer imaging navigation for nano-missiles. MW electromagnetic energy can be absorbed by nano-missiles due to multiple loss mechanisms, showing enhanced thermal conversion efficiency to amplify thermodynamic therapy by producing abundant reactive oxygen species (ROS) and depleting glutathione (GSH). Interestingly, the MLM@ALG-L NMs-assisted MWA can activate immunomodulatory effects by increasing the presence of pro-inflammatory M1 macrophages and T lymphocytes in the tumor tissues. The strategy of thermodynamic/immunological cascade therapy shows excellent therapeutic advantages on mice-hepatoma models (enhanced therapeutic effects > 2 fold) over the traditional MWA treatment. This study establishes an innovative perspective to extend the future clinical application of MWA therapy.