Primary malignant bone tumors can be life-threatening. Surgical resection of tumor plus chemotherapy is the standard clinical treatment. However, postoperative recovery is hindered due to tumor recurrence caused by residual tumor cells and bone defect caused by resection of tumor tissue. Herein, a multifunctional mussel-inspired film was fabricated on Mg alloy, that is, an inner hydrothermal-treated layer, a middle layer of polydopamine, and an outer layer of doxorubicin. The modified Mg alloy showed excellent photothermal effect and thermal/pH-controlled release of doxorubicin. The synergistic effect of chemotherapy and photothermal therapy enabled the modified Mg alloy to kill bone tumor in vitro and inhibit tumor growth in nude mice. Moreover, because of the controlled release of Mg ions and biocompatibility of polydopamine, the modified Mg alloy supported extracellular matrix mineralization, alkaline phosphatase activity, and bone-related gene expression in C3H10T1/2. Bone implantation model in rats verified that the modified Mg showed excellent osteointegration. These findings prove that the use of mussel-inspired multifunction film on Mg alloy offers a promising strategy for the therapy of primary malignant bone tumor.