This paper describes a facile method for the synthesis of Au/AuAg/Ag2S/PbS core-multishell nanorods with double trapping layers. The synthesis, in sequence, involved deposition of Ag shells onto the surfaces of Au nanorod seeds, formation of AuAg shells by a galvanic replacement reaction, and overgrowth of the Ag2S shells and PbS shells. The resulting core-multishell nanorod possesses an air gap between the Au core and the AuAg shell. Together with the Ag2S shell, the air gap can efficiently trap light, causing strong field confinement and nonlinear enhancement. The as-prepared Au/AuAg/Ag2S/PbS core-multishell nanorods display distinct localized surface plasmon resonance and nonlinear optical properties, demonstrating an effective pathway for maneuvering the optical properties of nanocavities.