The radio-resistance of tumor tissues has been considered a great challenge for cancer radiotherapy (RT).The development of nanoparticle (NP)-based radio-sensitizers can enhance the radio-sensitization of tumor tissues while reducing the side effects to surrounding tissues. However, most of the nano-radiosensitizers show increased radiation deposition with a high-Z element but achieve limited enhancement. Herein, we investigated polyethylene glycol (PEG)-modified gold-iron selenide nanocomposites (Au-FeSe2 NCs) for simultaneously enhancing therapeutic effects in multiple ways. In this study, the high-Z element Au (Z = 79) endows Au-FeSe2 NCs with enhanced X-ray deposition and thus causes more DNA damage. On the other hand, Au-FeSe2 exhibits the ability to produce reactive oxygen species (ROS) by catalyzing endogenous hydrogen peroxide in tumor sites as well as improve the hydrogen peroxide level during ionizing irradiation. Finally, combined with photothermal therapy (PTT), Au-FeSe2 NCs could exhibit a remarkable RT/PTT synergistic effect on tumor treatment.