Malignant pleural effusion (MPE) is indicative of terminal malignancy with a uniformly fatal prognosis. Often, two distinct compartments of tumour microenvironment, the effusion and disseminated pleural tumours, co-exist in the pleural cavity, presenting a major challenge for therapeutic interventions and drug delivery. Clinical evidence suggests that MPE comprises abundant tumour-associated myeloid cells with the tumour-promoting phenotype, impairing antitumour immunity. Here we developed a liposomal nanoparticle loaded with cyclic dinucleotide (LNP-CDN) for targeted activation of stimulators of interferon genes signalling in macrophages and dendritic cells and showed that, on intrapleural administration, they induce drastic changes in the transcriptional landscape in MPE, mitigating the immune cold MPE in both effusion and pleural tumours. Moreover, combination immunotherapy with blockade of programmed death ligand 1 potently reduced MPE volume and inhibited tumour growth not only in the pleural cavity but also in the lung parenchyma, conferring significantly prolonged survival of MPE-bearing mice. Furthermore, the LNP-CDN-induced immunological effects were also observed with clinical MPE samples, suggesting the potential of intrapleural LNP-CDN for clinical MPE immunotherapy.