Cardiovascular disease caused by atherosclerosis (AS) seriously affects human health. Photothermal therapy (PTT) brings hope to the diagnosis and treatment of AS, with the development of nanotechnology. To improve treatment efficiency, self-assembled CuCo2S4 nanocrystals (NCs) were developed as a drug-delivery nanocarrier, triggered by near-infrared (NIR) light for efficient chemophotothermal therapy of arterial inflammation. The as-prepared self-assembled CuCo2S4 NCs exhibited excellent biocompatibility and a very high chloroquine (CL)-loading content. In addition, the self-assembled CuCo2S4 NCs/CL nanocomposites showed good photothermal performance, due to strong absorption in the NIR region, and the release of CL from the NCs/CL nanocomposites was driven by NIR light. When illuminated by NIR light, both PTT from the NCs and chemotherapy from the CL were simultaneously triggered, resulting in killing macrophages with a synergistic effect. Moreover, chemo-photothermal therapy with CuCo2S4 NCs/CL nanocomposites showed an effective therapeutic effect for arterial inflammation, in vivo. Our work demonstrated that chemo-photothermal therapy could be a promising strategy for the treatment of arterial inflammation against atherosclerosis.