Photothermal therapy (PTT) makes it difficult to achieve good performance on tumor treatments due to insufficient photothermal conversion efficiency, etc. Combining PTT with photodynamic therapy (PDT) and other therapeutic tools can significantly enhance the tumor-killing ability and has been widely used in the development of therapeutic platforms. Copper sulfide nanoparticle (CuS NP) photothermal reagents have the advantages of low toxicity and simple synthesis; therefore, combining CuS NPs with PDT photosensitizers is an effective strategy to construct a PTT/PDT combination therapeutic platform. However, PDT photosensitizers and photothermal agents generally assembled through hydrophobic interaction, suffer from low coating efficiency or the risk of drug leakage, thus seriously restricting their applications. To address these challenges, CuS NPs with excellent photothermal conversion performance were selected as the core material to prepare CuS@COF nanosheets through a dual-ligand assistant strategy with 4,7-bis(4-aminophenyl)-2,1,3-benzothiadiazole (BTD) and 2,4,6-trihydroxybenzene-1,3,5-tricarbaldehyde (TP). As a PTT/PDT combination therapeutic platform, CuS@COF nanosheets possess a porous TP-BDT-based COF shell, and it can sufficiently contact oxygen to provide high singlet oxygen (1O2) yield under 505 nm laser irradiation. Upon illumination with a 1064 nm laser, CuS@COF nanosheets can effectively convert the photon energy into thermal energy with a photothermal conversion efficiency of 63.4%. The results of the CCK8 experiment showed that the phototoxicity of the PTT/PDT combination treatment reached 85.1%, which was much higher than the effect of a single treatment. It was also confirmed in vivo that the tumor inhibition effect of the PDT/PTT combination treatment group was much greater than that of the single treatment group.