In this investigation, we have designed and synthesized a novel core-shell polymer nanoparticle system for highly effective chemo-photothermal combination therapy. A nanoscale DSPE-PEG micelle encapsulating doxorubicin (Dox-M) was designed as a core, and then modified by a polydopamine (PDA) shell for photothermal therapy and bortezomib (Btz) administration (Dox-M@PDA-Btz). The facile conjugation of Btz to the catechol-containing PDA shell can form a reversible pH-sensitive boronic acid-catechol conjugate to create a stimuli-responsive drug carrier system. As expected, the micelle@PDA core-shell nanoparticles exhibited satisfactory photothermal efficiency, which has potential for thermal ablation of malignant tissues. In addition, on account of the PDA modification, both Dox and Btz release processes were pH-dependent and NIR-dependent. Both in vitro and in vivo studies illustrated that the Dox-M@PDA-Btz nanoparticles coupled with laser irradiation could enhance the cytotoxicity, and thus combinational therapy efficacy was achieved when integrating Dox, Btz, and PDA into a single nanoplatform. Altogether, our current study indicated that the micelle@polydopamine core-shell nanoparticles could be applied for NIR/pH-responsive sustained-release and synergized chemo-photothermal therapy for breast cancer.