To integrate photodynamic therapy (PDT) with photothermal therapy (PTT) and chemotherapy for enhanced antitumor efficiency, we developed a mild and rational route to synthesize novel multifunctional GdOF:Ln@SiO2 (Ln = 10%Yb/1% Er/4%Mn) mesoporous capsules using strong up-conversion luminescent (UCL) GdOF:Ln as cores and mesoporous silica layer as shells, followed by modification with varied functional groups onto the framework. It was found that due to the codoped Yb/Er/Mn in GdOF, the markedly enhanced red emission can efficiently transfer energy to the conjugated PDT agent (ZnPc) which produces high singlet oxygen, and the incorporated carbon dots outside the shell can generate obvious thermal effect under 980 nm laser irradiation and also prevent the premature leaking of ZnPc. Simultaneously, the as-produced thermal effect can obviously enhance the doxorubicin (DOX) release, which greatly improves the chemotherapy, resulting in a synergistic therapeutic effect. The system exhibits drastically enhanced therapeutic efficiency against tumor growth, as demonstrated both in vitro and in vivo. Especially, the doped rare earth ions in the host endow the material with excellent UCL imaging, magnetic resonance imaging (MRI), and computed tomography (CT) imaging properties, thus realizing the target of multimodal imaging guided multiple therapies.