Controllable multi-drug release has been achieved by constructing a unique composite hydrogel structure comprising two layers of agar hydrogel, each incorporated with magnetically aligned anisotropic Fe3O4 nanorods. With the orthogonal alignment of the Fe3O4 nanorods chains in the two layers, controllable multi-drug release can be triggered by the magnetocaloric anisotropy in different layers of the composite hydrogel, depending on the direction of the external alternating magnetic field. The thermal-triggered release of methylene blue (MB) increases up to 1.4 folds by switching magnetic field direction from 0° to 90°. The physical origin of magnetocaloric anisotropy is magnetic anisotropy. The as-designed composite hydrogel displays an obvious opposite drug release trend by switching the magnetic field direction from 0° to 90°. This opposite drug release trend maintains significantly after more than 4 times of magnetic field direction switching. This work opens a promising avenue for realizing the combination of magnetic hyperthermia and remotely controllable multi-drug combination therapy.