The combination of the functions of near infrared-triggered molecule release and chemo-photothermal therapy improved the therapeutic effect, but clarification of the cancer damage pathway in terms of protein molecule levels has yet to be well studied. In this study, we developed a polymer encapsulation synthesis of Au/Fe3O4@polymer nanoparticles as a Swiss army knife to integrate near infrared absorption, magnetism, and doxorubicin (DOX) loading ability into a single package. By exposing to near infrared absorption, the Au/Fe3O4@polymer nanoparticles possessed photothermal therapy, exhibiting anti-tumor growth suppression of HT-29 tumor-bearing nude mice with less body weight loss. To deeply understand the interactions between the drug-loaded nanocarriers and the protein structures of the treated cells, delivering therapeutic DOX agent combined with photothermal therapy with Au/Fe3O4@polymer nanostructures to cancer cells was investigated. Synchrotron-based FTIR imaging and confocal imaging showed direct observation of the efficient photo-chemotherapy impacting MCF7, MCF7/ADR, and HT-29 cells after the near infrared radiation-triggered DOX release. Our demonstration outlines how the cell destruction in the molecular mechanism was initiated by chemo-photothermal combination therapy after the translocation of DOX from the cytosol to the nuclei, leading to altered intracellular secondary proteins. For preclinical application of potential diagnosis to cancer cells, Au/Fe3O4@polymer nanoparticles performed integrated computed tomography/magnetic resonance imaging contrast enhancement and near infrared-triggered chemo-photothermal therapy.