The strategy of diagnosis-to-therapy to realize the integration of imaging and high antitumor efficiency has become the most promising method. Light-induced therapeutic technologies have drawn considerable interest. However, the limited penetration depth of UV/vis excitation and relatively low efficiency are the main obstacles for its further clinic application. For this concern, we presented a facile method to anchor ultrasmall ZnFeO nanoparticles and upconversion luminescence nanoparticles (UCNPs) on graphene oxide (GO) nanosheets (GO/ZnFeO/UCNPs, abbreviated as GZUC). To solve the penetration question, here we introduced Tm-doped UCNPs to convert the high-penetrated near-infrared (NIR) light into UV/vis photons to activate the photodynamic process. In this system, the dual phototherapy from GO and ZnFeO has been realized upon NIR laser irradiation. Combined with the photodynamic therapy (PDT) based on Fenton reaction that ZnFeO nanoparticles react with excessive HO in tumor microenvironment to produce toxic hydroxyl radicals (·OH), an excellent anticancer efficiency has been achieved. Furthermore, 4-fold imaging including upconversion luminescence (UCL), computed tomography (CT), magnetic resonance imaging (MRI) and photoacoustic tomography (PAT) has been obtained due to its intrinsic properties, thereby successfully realizing diagnosis-monitored therapy. Our demonstration provided a feasible strategy to solve the main problems in current light-triggered theranostic.