Desirable nanosystem that could not only deliver drugs safely and effectively into tumor sites, but also be expected to serve as photosensitizer to realize the photodynamic therapeutic function, would be of great significance in the synergistic cancer therapy. To perform this task, a multifunctional nanosystem has been developed for markedly enhanced cancer therapeutic efficacy by loading chemotherapy agent (doxorubicin hydrochloride, DOX) and photosensitive drug chlorin e6 (Ce6) into the channels of mesoporous zirconium dioxide (ZrO) layer which coats on Nd-doped upconversion nanoparticles (UCNPs). As a temperature sensitive phase change material (PCM), the loaded tetradecanol was served as switch for control release of DOX and reactive oxygen species (ROS) in the condition of enhanced temperature triggered by the near infrared (NIR) light irradiation. The hyperthermia generated from the UCNPs cores exposed to NIR laser could raise the temperature of tumor location to 47.8 °C. The as-synthesized UCNPs@ZrO-Ce6/DOX/PCM nanosystem demonstrates an excellent in vivo synergistic effect by administrating into U14 tumor-bearing mice via intravenous injection, under mild NIR laser irradiation (0.5 W cm, 5 min break after 5 min irradiation). In a word, our experimental results indicate that the finely designed UCNPs@ZrO-Ce6/DOX/PCM may act as an ideal nanoplatform for multiple imaging guided tumor therapy.