The precise locoregional co-delivery of multi-agents is an attractive strategy for combination cancer therapy, with the imperative requirement of an ideal injectable hydrogel platform with immense adaptability and multicomponent compatibility to achieve synergetic therapeutic efficiency. Herein, the methoxy poly(ethylene glycol)-b-poly(ε-caprolactone-co-1,4,8-trioxa[4.6]spiro-9-undecanone) (mPECT) diblock copolymer was empolyed to prepare mPECT-modified gold nanorods (AuNR-PECT) and paclitaxel-loaded mPECT nanoparticles (PTX/mPECT NPs). Then, an injectable nanocomposite hydrogel (AuNR/PTXmPECTgel) was fabricated by the host-guest inclusion between AuNR-PECT, PTX/mPECT NPs and α-cyclodextrin. A single local injection of AuNR/PTXmPECTgel could deposit abundant PTX/mPECT NPs (20% w/w) and AuNRs at the target location, which then sustainedly released PTX/mPECT NPs at a constant rate for two weeks and exhibited outstanding photothermal effects by near-infrared radiation. As a result, complete tumor regression after peritumoral injection of AuNR/PTXmPECTgel and effective inhibition of tumor recurrence after injection of AuNR/PTXmPECTgel in the postoperative cavity were observed in breast cancer mouse models; this can be attributed to the in situ synergetic chemo-photothermal anticancer efficiencies of AuNR and the PTX/mPECT NPs. Remarkably, this injectable hydrogel platform constructed by supramolecular assembly of multi-nanoagents can be facilely extended to local combination therapies of different therapeutic agents.