Multifunctional theranostic agents have become rather attractive to realize image-guided combination cancer therapy. Herein, a novel method is developed to synthesize Bi2Se3 nanosheets decorated with mono-dispersed FeSe2 nanoparticles (FeSe2/Bi2Se3) for tetra-modal image-guided combined photothermal and radiation tumor therapy. Interestingly, upon addition of Bi(NO3)(3), pre-made FeSe2 nanoparticles via cation exchange would be gradually converted into Bi2Se3 nanosheets, on which remaining FeSe2 nanoparticles are decorated. The yielded FeSe2/Bi2Se3 composite-nanostructures are then modified with polyethylene glycol (PEG). Taking advantages of the high r(2) relaxivity of FeSe2, the X-ray attenuation ability of Bi2Se3, the strong near-infrared optical absorbance of the whole nanostructure, as well as the chelate-free radiolabeling of Cu-64 on FeSe2/Bi2Se3-PEG, in vivo magnetic resonance/computer tomography/photoacoustic/position emission tomography multimodal imaging is carried out, revealing efficient tumor homing of FeSe2/Bi2Se3-PEG after intravenous injection. Utilizing the intrinsic physical properties of FeSe2/Bi2Se3-PEG, in vivo photothermal and radiation therapy to achieve synergistic tumor destruction is then realized, without causing obvious toxicity to the treated animals. This work presents a unique method to synthesize composite-nanostructures with highly integrated functionalities, promising not only for nano-biomedicine but also potentially for other different nanotechnology fields.