Background/Objectives: Despite the clinical success of immune checkpoint blockade (ICB), its efficacy remains limited in immunologically “cold” tumors, primarily due to poor immunogenicity and an immunosuppressive tumor microenvironment (TME). Chemo-immunotherapy offers a potential strategy to enhance ICB response, yet its application is often hindered by inadequate tumor-targeted delivery and systemic immunosuppressive side effects. Biomimetic nanotechnology represents a promising approach to overcoming these limitations by improving drug delivery and facilitating effective combination regimens. Methods: We developed a biomimetic nanosystem (NVs@DOX) through genetic engineering of cellular membranes and optimized nanoformulation techniques, enabling co-delivery of doxorubicin (DOX) and ICB agents. This design aims to maximize synergistic antitumor effects while minimizing adverse impacts. Results: In vitro studies demonstrated the potent cytotoxicity of NVs@DOX, including significant inhibition of cancer cell proliferation and complete suppression of colony formation. In a 4T1 murine breast cancer model, NVs@DOX treatment led to substantial tumor growth inhibition (approximately 72%) without notable body weight loss, underscoring a favorable safety profile alongside enhanced therapeutic efficacy. Conclusions: The NVs@DOX platform effectively integrates doxorubicin with ICB within a biomimetic nanocarrier, significantly improving chemo-immunotherapy outcomes. This strategy highlights the potential of genetically engineered cellular nanoparticles as a promising combinatorial approach for the treatment of breast cancer.