CeO₂-based nanoenzymes present a very promising paradigm in cancerous therapy, as H₂O₂ can be effectively decomposed under the electron transmit between Ce³⁺ and Ce⁴⁺. However, the limitations of endogenous H₂O₂ and intracellular low Fenton-like reaction rate lead to single unsatisfied chemodynamic therapy (CDT) efficacy. Other therapeutic modalities combined with chemodynamic therapy are generally used to enhance the tumor eradiation efficacy. Here, we have synthesized a novel hollow pH-sensitive CeO₂ nanoenzyme after a cavity is loaded with indocyanine green (ICG), as well as with surface modification of tumor targeting peptides, Arg-Gly-Asp (denoted as HCeO₂@ICG-RGD), to successfully target tumor cells via α_vβ₃ recognition. Importantly, in comparison with single chemodynamic therapy, a large amount of reactive oxygen species in cytoplasm were induced by enhanced chemodynamic therapy with photothermal therapy (PTT). Furthermore, tumor cells were efficiently killed by a combination of photothermal and chemodynamic therapy, revealing that synergistic therapy was successfully constructed. This is mainly due to the precise delivery of ICG and release after HCeO₂ decomposition in cytoplasm, in which effective hyperthermia generation was found under 808 nm laser irradiation. Meanwhile, our HCeO₂@ICG-RGD can act as a fluorescent imaging contrast agent for an evaluation of tumor tissue targeting capability in vivo. Finally, we found that almost all tumors in HCeO₂@ICG-RGD+laser groups were completely eradicated in breast cancer bearing mice, further proving the effective synergistic effect in vivo. Therefore, our novel CeO₂-based PTT agents provide a proof-of-concept argumentation of tumor-precise multi-mode therapies in preclinical applications.