Designing a multifunctional nanoplatform that combines multiple treatments has emerged as an innovative cancer treatment strategy. A simple and clear route is put forward to develop Cu2+-doped zinc phosphate coated prussian blue nanoparticles (designated as PB@Cu2+/ZnP NPs) integrating tri-modal therapy (chemo, chemodynamic and photothermal therapy) for maximizing anti-tumor efficacy. The obtained PB@Cu2+/ZnP NPs possess drug loading capacity due to the mesoporous structure present in the Cu2+-doped ZnP shell. In addition, the Cu2+-doped ZnP shell can gradually degrade in response to the mildly acidic tumor microenvironment to release DOX and Cu2+, where the released drug plays the role of chemotherapy agent and the Cu2+ can react with intracellular glutathione to achieve a Cu-mediated Fenton-like reaction for chemodynamic therapy. Moreover, under laser irradiation, the heat garnered by the photothermal conversion of PB can be applied for photothermal therapy and enhance the generation of toxic ˙OH as well as the amount of DOX released, further boosting chemo- and chemodynamic therapy to realize a combined therapy. Importantly, the PB@Cu2+/ZnP NPs effectively limit the growth of tumors via the coordinated action of chemo/chemodynamic/photothermal therapy and no noticeable systematic toxicity can be found in mice. Taken together, the PB@Cu2+/ZnP NPs can act as a prospective therapeutic nanoplatform for multi-modal therapy of tumors.