In this design, small CuS nanoparticles (NPs) were intracellularly self-assembled into large supramolecular aggregates via host–guest interactions between sequentially internalized β-cyclodextrin-capped CuS NPs and ferrocene-capped CuS NPs inside macrophages, thus the efflux of CuS NPs was significantly inhibited during the macrophage-hitchhiking delivery. Biodistribution studies in mice confirmed the dramatically enhanced deposition of CuS NPs in the tumor tissue of mice injected with macrophages carrying intracellular CuS aggregates, in comparison to that of mice treated with macrophages carrying CuS NPs. In response to the inflammatory tumor microenvironment, the oxidation of ferrocene would dissociate the β-cyclodextrin–ferrocene host–guest pair, driving disassembly of the CuS aggregates and release of small CuS NPs for deep tissue penetration and enhanced photothermal therapy. This precisely controlled intracellular self-assembly and disassembly of the nanomedicine inside macrophages provides a novel cell-hitchhiking delivery strategy that not only minimizes premature leakage of the nanomedicine but also greatly improves the delivery efficiency and tumor penetration for safe, effective tumor therapy.