A novel GNRs@mSiO2 core–shell nanocomposite has been synthesized to integrate sensitive chemotherapy with photodynamic therapy (PDT) and photothermal therapy (PTT) for enhanced antitumor treatment by using gold nanorods (GNRs) as the core and mesoporous silica (mSiO2) as the shell. After modifying with ‐NH2, Indocyanine Green (ICG, negative charge) and doxorubicin hydrochloride (DOX, positive charge) molecules could be stored in the mesopores by the layer‐by‐layer assembly method through electrostatic interactions. To inhibit leakage from the mesopores, a sensitive Se–Se linker was synthesized and adopted as a nanovalve coated on the outside of the nanoparticles (GNRs@mSiO2‐ICG‐DOX@Se‐Se). Under NIR (808 nm) irradiation, heat elevation (derived from GNR/ICG) and generation of reactive oxygen species (ROS, derived from ICG) can also be detected in vitro. Owing to the redox sensitivity of Se–Se, GNRs@mSiO2‐ICG‐DOX@Se‐Se showed reduction (GSH)‐ as well as oxidation (ROS)‐triggered DOX release. To further ensure specific targeting, folic acid (FA) was grafted to the outside of the nanoparticles, because of the high expression of FA receptors on tumor cells. Detailed cell experiments performed with the nanoparticles and HepG2 as typical cancer cells showed enhanced cytotoxicity towards the cancer cells owing to the synergistic effect of chemotherapy, PTT, and PDT. On account of the different GSH concentrations in cancer and normal cells and the switch‐on/off application of NIR irradiation, the GNRs@mSiO2‐ICG‐DOX@Se‐Se‐FA nanoparticles show potential for applications in cancer therapy.