Photodynamic and immune therapies are innovative medical strategies against cancer, and their integration with upconversion nanoparticles (UCNPs) can improve the diagnosis and treatment of the disease. The UCNPs convert the deep penetrating near-infrared (NIR) light into higher energy emissions, allowing the imaging and detection of malignant cells and the simultaneous energy transfer for activation of the photosensitizers. In this work, the UCNPs were coated with a photocatalytic TiO2/ZrO2 shell and an increase of oxygen defects (VO) was observed as a result of the partial substitution of Ti4+ by Zr4+ ions in the crystalline lattice of TiO2. Such defects act as trapping states improving charge separation and then reducing the recombination rate of the electron-hole pairs (e-/h+) generated upon resonant energy transfer from the donor (UCNPs) to acceptors (shell). The overall results are the enhancement of both ROS production and the emission band centered at 801 nm which is useful for tracking cells at the deep tissue level. However, an excess of those defects produces deleterious effects on both processes as a result of charge migration. The specificity against HER2 positive breast cancer was provided by bioconjugation with the monoclonal antibody trastuzumab. After administration of the synthesized NaYF4:Yb,Tm@TiO2/ZrO2-trastuzumab theranostic nanocomplex doped with an optimal ZrO2 molar concentration (25%) and subsequent exposure to 975 nm light (0.71 W cm-2) during 5 minutes, HER2-positive SKBr3 breast cancer cells were suppressed with 88% drop of the cell viability, 28% higher than UCNPs decorated with a pure TiO2 shell.