FOLFOX, the combinational strategy of folinic acid (FnA), 5-fluorouracil (5-Fu) and oxaliplatin (OxP), has been used as standard treatment of colorectal cancer (CRC) for decades. Despite the improved survival, patients still suffer from the drawbacks such as low efficacy, high toxicity, and long course of treatment. New strategies to address these issues are needed to further clinical benefits. In this study, a nanoprecipitate (C26H35N9O7Pt) was formed by the active form of OxP ([Pt(DACH)(H2O)2]2+) and FnA, which was formulated into an aminoethyl anisamide (AEAA)-targeted PEGylated lipid nanoparticle (NP) within microemulsions using nanoprecipitation technique. The resultant formulation (namely Nano-Folox) significantly promoted the blood circulation and tumor accumulation of platinum (Pt) drug and FnA in an orthotopic CRC mouse model. Emerging evidence indicates that OxP can not only provide anticancer cytotoxic effects but also induce immunogenic cell death (ICD, it is a type of apoptosis that primes anticancer immune responses). Consequently, Nano-Folox demonstrated favorable chemo-immunotherapeutic activities in orthotopic CRC mice. In addition, when compared to FOLFOX the significantly stronger chemo-immunotherapeutic responses were achieved by the combination of Nano-Folox and 5-Fu without showing toxicity. Moreover, the anti-PD-L1 monoclonal antibody (mAb) enhanced Nano-Folox/5-Fu for decreased liver metastases in mice. These results indicate the potential of Nano-Folox-based combination strategy for the treatment of CRC.