Three-dimensional (3D) hollow photoactive nanomaterials can enhance light capture due to the light scattering benefiting from the unique hollow nanostructures, which contributes to the decrease in energy loss and the electron-hole recombination during the process of photoelectric conversion. Herein, a 3D hollow HCdS@Au nanosphere synthesized by the templated-assisted method and photodeposition is employed to construct a multimodal sensing platform by combining the photoelectrochemical (PEC) biosensor with colorimetric analysis and photothermal imaging. In the presence of target carcinoembryonic antigen (CEA), a sandwich structure is formed on magnetic beads based on the dual-aptamer recognition, followed by the initiation of rolling circle amplification (RCA) to bind numerous CuO-DNA probes. Upon stimulation by chlorhydric acidic, a large number of Cu2+ is released from CuO, which could interact with yellow HCdS@Au on electrode to produce dark CuS by ion exchange. As a result, with increased CEA level, the photocurrent is weakened and the color of electrode interface is changed from yellow to dark, which thus facilitates the PEC and colorimetric detection of CEA. Simultaneously, the formed CuS with highly photothermal effect can achieve qualitative visual analysis of CEA using a portable infrared thermal imager. This work exhibits an excellent performance for sensitive and selective detection of CEA in the dynamic working range from 0.015 to 2.4 ng/mL with a detection limit as low as 3.5 pg/mL. Moreover, the proposed PEC biosensor is successfully applied to CEA determination in human serum, which holds great promise in accurate analysis of biomarkers and early diagnosis of diseases in the clinic.