Theranostics is a new trend integrating diagnostic and therapeutic functions in tumour research. Theranostic nanoparticles enabling both tumour imaging and drug delivery are a promising platform for image-guided cancer therapy. Photodynamic therapy (PDT) has great potential in synergy with traditional chemotherapy but faces great challenges due to hypoxia, poor targeting ability and the limited penetration depth of visible light. To solve these problems, we presented a novel nanosystem of FA/UCNPs-RB/HCPT/PFH@lipid (denoted as FURH-PFH-NPs), with a perfluorohexane (PFH) carrying rich oxygen core and a folic acid-modified lipid shell. The shell contains 10-hydroxycamptothecin (HCPT) and self-fluorescing photosensitizer compounds, namely, upconversion nanoparticles and rose bengal (UCNPs-RB). In this study, FURH-PFH-NPs aggregated in SKOV3 cells (in vitro) and the nude xenograft tumour region when combined with folic acid receptors. When triggered by low-intensity focused ultrasound (LIFU), FURH-PFH-NPs released PFH, UCNPs-RB and HCPT. The above procedure was monitored through multimodal imaging, which simultaneously guided the tumour therapy. UCNPs-RB and PFH promoted the PDT effect under LIFU. Through PDT and HCPT, we obtained better therapeutic effects and good biosafety against SKOV3 nude xenograft tumours. FURH-PFH-NPs combined with LIFU and laser irradiation might be a promising strategy for ovarian cancer.