To enhance the efficacy of tumor therapy, the collection of functional components into a targeting system shows advantages over most homogeneous materials in inducing apoptosis of cancer cells. The security and targeting of therapeutic agents also require the effect combination of additional components. However, the construction of multifunctional composites in a simple system with intelligent cooperative responsiveness remains a challenge. Herein, a reduced polyanionic cluster (rP2W18) bearing the absorption at the near infrared (NIR) II region is used as a core carrier to bind the positively charged doxorubicin hydrochloride (DOX) through ionic interaction. To reduce the physiological toxicity, hyaluronic acid grafting β-cyclodextrin side chains is used to cover the ionic complex through host-guest inclusion to DOX. When the nanocomposite is activated by local laser exposure, the final three-component therapeutic agent is demonstrated to present targeted photothermal conversion capability and chemodynamic activity together with chemotherapy. With the controlled release of DOX under the stimulation of mild acidity in the tumor region and photothermal effect, the exposed rP2W18 is aroused by hydrogen peroxide overexpressed in a tumor microenvironment to produce toxic reactive oxygen species, 1O2. This work presents an opportunity for the development of a nanocomposite in NIR-II photothermal/chemo-therapy and chemodynamic synergistic therapy.