Currently there is a great need to design nano-carriers which enable multi-modal imaging of tumors and administration of therapeutics with high efficacy simultaneously. Herein we report a facile and robust approach to fabricate multifunctional nano-capsules based on double emulsions. The hybrid nano-capsules were loaded with BSA capped gold nanoclusters (AuNCs) and indocyanine green (ICG) for dual-modal imaging and effective photothermal therapy. RGD peptides were conjugated onto the surface of the hybrid nano-capsules to target cells overexpressing integrin α_νβ₃. We demonstrated that the as-prepared nano-capsules can be used for both one-photon and two-photon fluorescence imaging of tumor cells, and subsequent photothermal ablation with high effectiveness. The background noise of tissue autofluorescence was dramatically suppressed in the two-photon imaging mode. Therefore, it assisted a great deal to acquire images with a high signal-to-noise ratio using the hybrid nano-capsules. Due to a unique combination of the one-photon/two-photon fluorescence imaging and highly-effective photothermal properties, the hybrid nano-capsules may find broad biomedical applications as attractive theranostic nanomaterials.