Constructing novel multimodal antitumor therapeutic nanoagents has attracted tremendous recent attention. In this work, a new drug-delivery vehicle based on human-serum-albumin (HSA)-coated Prussian blue nanoparticles (PB NPs) is synthesized. It is demonstrated that doxorubicin (DOX)/HSA is successfully loaded after in situ polymerization of dopamine onto PB NPs, and the PB@PDA/DOX/HSA NPs are highly compatible and stable in various physiological solutions. The NPs possess strong near-infrared (NIR) absorbance, and excellent capability and stability of photothermal conversion for highly efficient photothermal therapy applications. Furthermore, a bimodal on-demand drug release sensitively triggered by pH or NIR irradiation has been realized, resulting in a significant chemotherapeutic effect due to the preferential uptake and internalization of the NPs by cancer cells. Importantly, the thermochemotherapy efficacy of the NPs has been examined by a cell viability assay, revealing a remarkably superior synergistic anticancer effect over either monotherapy. Such multifunctional drug-delivery systems composed of approved materials may have promising biomedical applications for antitumor therapy.