Designing multifunctional nanoplatforms for the purpose of simultaneous theranostic modalities is critical to address the challenges of cancer therapy. Also, single modalities of phototherapy, including photothermal therapy (PTT) and photodynamic therapy (PDT), cannot meet the requirements of highly efficient treatment. Here, a core–shell–shell nanostructure consisting of a core of upconversion nanoparticles (UCNPs), a layer of mesoporous silica with anchored ZnO nanodots, and an outer layer of polypyrrole (PPy) was developed. In the proposed construct, the emitted ultraviolet (UV) light from the UCNPs core upon 980 nm near-infrared light irradiation can trigger the ZnO nanodots to activate ambient O₂ molecules around cancerous tissues to produce toxic reactive oxygen species (ROS), realizing the PDT function. On the other hand, the coated PPy layer can concurrently give rise to an obvious heat effect upon NIR light illumination, thus achieving synergistic PDT and PTT effects; this results in excellent anti-tumor efficiency in vitro and in vivo. Furthermore, in hand with the upconversion luminescence (UCL) and computed tomography (CT) imaging derived from the UCNPs core, dual-mode imaging directed cancer therapy has been realized.