Combining photothermal therapy (PTT) and multimodality molecular imaging into one nanotheranostic can improve the diagnostics and therapeutics outcome of malignant tumors significantly. Herein, a heteronanostructure (named Au-Fe3O4@PDA-PEG-DTPA-Gd) has been synthesized for multimodality molecular imaging-guided PTT by conjugation of gadolinium-diethylenetriaminepentaacetic acid (Gd-DTPA) on a polydopamine (PDA) coated Au-Fe3O4 heterodimeric via a polyethylene glycol (PEG) crosslinker. Au-Fe3O4@PDA-PEG-DTPA-Gd exhibits reasonable biocompatibility, high photothermal conversion efficiency (η = 41.3%), integration of excellent T1-/T2-weighted magnetic resonance imaging (MRI, the molar longitudinal relaxivity rate (r1) = 6.14 mM-1 s-1/transverse relaxation rate (r2) = 71.88 mM-1 s-1) and X-ray computed tomography imaging (CT, approximately 1.94 times higher than that of the commercial CT contrast agent ioversol) contrast functionality. The theranostic capability of Au-Fe3O4@PDA-PEG-DTPA-Gd has been verified on the triple negative breast tumor cell (MDA-MB-231 cell) and MDA-MB-231 tumor-bearing mouse model. From MR/CT imaging, Au-Fe3O4@PDA-PEG-DTPA-Gd shows remarkable PTT efficacy, which completely inhibits MDA-MB-231 tumor growth in vivo with a single treatment.