As a specialized immune effector cell, natural killer (NK) cells play a very important role in immunotherapy, but tumor immunosuppression caused by abnormal expression of cancer cells seriously weakens its therapeutic effect and leads to exhaustion. Here, self-assembled selenium-containing nanoparticles (NPs) composed of cetuximab, C5SeSeC5, and inhibitor LY345899 are developed to reverse NK cell exhaustion. The obtained NPs can target epidermal growth factor receptor on the surface of cancer cells and locate it in mitochondria. The released LY345899 can inhibit the activity of methylene tetrahydrofolate dehydrogenase 2 and produce excessive reactive oxygen species, leading to the formation of seleninic acid, further reducing the expression of human leukocyte antigen E , which is responsible for the NKG2A-related NK cell inhibition. As a result, the enhanced NK-cell-mediated immunotherapy in conjunction with the cetuximab-mediated antibody-dependent cell-mediated cytotoxicity effect can not only effectively inhibit the growth of xenograft tumors, but also significantly suppress the growth of untreated distant tumors via the abscopal effect. This work, the combination of seleninic acid, LY345899, and cetuximab, provides a new strategy for reversing NK cell exhaustion and has great potential for use in the treatment of metastatic tumors.