Elaborately designed novel multifunctional therapeutic agents are highly desired for efficient cancer therapy. In this work, a new therapeutic nanoplatform based on calcium phosphate/small gold nanorod assemblies modified with methoxypoly(ethylene glycol)-thiol (designated as PEGylated CaP/Au NR assemblies) is created via a mild, reproducible, and simple route for the first time. The obtained PEGylated CaP/Au NR assemblies possess many virtues including outstanding drug loading capacity, excellent photothermal conversion efficiency (eta, similar to 38.5%), pH/near-infrared (NIR) dual-responsive release property, and good biocompatibility. After loading doxorubicin (DOX) in PEGylated CaP/Au NR assemblies, the DOX-loaded PEGylated CaP/Au NR assemblies can simultaneously supply intense heating effect and increased DOX release under 808 nm NIR laser, achieving excellent antitumor therapeutic effect in vitro and in vivo. Furthermore, the combination of DOX-loading and photothermal treatment upon PEGylated CaP/Au NR assemblies displays better therapeutic effect than single chemotherapy or photothermal therapy. Furthermore, the comprehensive methyl thiazolyl tetrazolium (MTT), hemolysis, and histological assays manifest no obvious toxicity of PEGylated CaP/Au NR assemblies. Our work elucidates the great prospect of PEGylated CaP/Au NR assemblies as a therapeutic agent for synergistic photothermal cancer therapy.