In proton therapy, scanning magnets play a crucial role in the treatment equipment. Specifically, in pencil beam scanning, these magnets are responsible for deflecting the proton beam, thereby enabling the illumination of the tumor’s precise location. To reduce the size of the scanning system, a combined X–Y scanning magnet is used instead of separate scanning magnets, which can reduce the overall size of the gantry. The design in this paper combines a window-shaped yoke and three sets of elephant-ear-shaped coils, and one of the coils generates a horizontal magnetic field while the other two coils generate a vertical magnetic field. By adjusting the distance between the coils and the shape of the coils at both ends, the magnetic integral field exhibits higher uniformity compared to other combined scanning magnets. The simulation results show that the integrated field achieves a uniformity of 0.84% in the horizontal direction and 0.60% in the vertical direction. Particle tracking simulation and steady-state thermal analysis were also conducted. After cutting a certain number of slits with the same size at the ends of the magnetic yoke, the magnet can meet the requirements of a suitable working temperature. This magnet design has the capability to effectively decrease the space utilized by the scanning system, consequently reducing the rotational radius of the frame and minimizing the equipment required.