A combination of different therapy strategies has great potential to efficaciously treat malignant tumors, by virtue of their synergetic effects. Herein, a co-delivery system based on gold nanocages (AuNCs) was designed to deliver both doxorubicin (DOX) and microRNA-122 mimic (miR-122) for an enhanced cancer therapy. DOX was loaded into the AuNCs and miR-122 was condensed onto the surface of the functionalized AuNCs by an electrostatic interaction. Polyethyleneglycol (PEG) and hyaluronic acid (HA) were also introduced to the co-delivery system for targeted drug delivery. We evaluated the cellular uptake, biodistribution and anti-tumor effect in vitro and in vivo. Our results demonstrated an effective delivery of DOX and miR-122 into tumor cells and the tumor tissue. Importantly, the triple therapy, namely the combination of chemotherapy, gene therapy and photothermal therapy, mediated by this multifunctional drug delivery system, exhibited better anti-tumor effect than any single therapy, both in vitro and in vivo. Additionally, this drug delivery system caused insignificant toxicity to the major organs and had no obvious effect on the body weight of the mice. It could be concluded that multifunctional AuNCs are promising as a co-delivery vector for an enhanced anti-tumor effect.