Although immune checkpoint blockade has shown initial success for various cancers, only a small subset of patients benefits from this therapy. Some chemotherapeutic drugs have been reported to induce antitumor T cell responses, prompting a number of clinical trials on combination chemoimmunotherapy. However, how to achieve potent immune activation with traditional chemotherapeutics in a manner that is safe, effective, and compatible with immunotherapy remains unclear. We show that high-density lipoprotein-mimicking nanodiscs loaded with doxorubicin (DOX), a widely used chemotherapeutic agent, can potentiate immune checkpoint blockade in murine tumor models. Delivery of DOX via nanodiscs triggered immunogenic cell death of cancer cells and exerted antitumor efficacy without any overt off-target side effects. "Priming" tumors with DOX-carrying nanodiscs elicited robust antitumor CD8+ T cell responses while broadening their epitope recognition to tumor-associated antigens, neoantigens, and intact whole tumor cells. Combination chemoimmunotherapy with nanodiscs plus anti-programmed death 1 therapy induced complete regression of established CT26 and MC38 colon carcinoma tumors in 80 to 88% of animals and protected survivors against tumor recurrence. Our work provides a new, generalizable framework for using nanoparticle-based chemotherapy to initiate antitumor immunity and sensitize tumors to immune checkpoint blockade.