Abstract The chemo‐regulation abilities of chemotherapeutic medications are appealing to address the low immunogenicity, immunosuppressive lactate microenvironment, and adaptive immune resistance of colorectal cancer. In this work, the proteolysis targeting chimera (PROTAC) of BRD4 (dBET57) is found to downregulate colorectal cancer glycolysis through the transcription inhibition of c‐Myc, which also inhibits the expression of programmed death ligand 1 (PD‐L1) to reverse immune evasion and avoid adaptive immune resistance. Based on this, self‐delivery nano‐PROTACs (designated as DdLD NPs) are further fabricated by the self‐assembly of doxorubicin (DOX) and dBET57 with the assistance of DSPE‐PEG 2000 . DdLD NPs can improve the stability, intracellular delivery, and tumor targeting accumulation of DOX and dBET57. Meanwhile, the chemotherapeutic effect of DdLD NPs can efficiently destroy colorectal cancer cells to trigger a robust immunogenic cell death (ICD). More importantly, the chemo‐regulation effects of DdLD NPs can inhibit colorectal cancer glycolysis to reduce the lactate production, and downregulate the PD‐L1 expression through BRD4 degradation. Taking advantages of the chemotherapy and chemo‐regulation ability, DdLD NPs systemically activated the antitumor immunity to suppress the primary and metastatic colorectal cancer progression without inducing any systemic side effects. Such self‐delivery nano‐PROTACs may provide a new insight for chemotherapy‐enabled tumor immunotherapy.