Multifunctional nanoplatforms for imaging‐guided synergistic antitumor treatment are highly desirable in biomedical applications. However, anticancer treatment is largely affected by the pre‐existing hypoxic tumor microenvironment (TME), which not only causes the resistance of the tumors to photodynamic therapy (PDT), but also promotes tumorigenesis and tumor progression. Here, a continuous O2 self‐enriched nanoplatform is constructed for multimodal imaging‐guided synergistic phototherapy based on octahedral gold nanoshells (GNSs), which are constructed by a more facile and straightforward one‐step method using platinum (Pt) nanozyme‐decorated metal–organic frameworks (MOF) as the inner template. The Pt‐decorated MOF@GNSs (PtMGs) are further functionalized with human serum albumin‐chelated gadolinium (HSA‐Gd, HGd) and loaded with indocyanine green (ICG) (ICG‐PtMGs@HGd) to achieve a synergistic PDT/PTT effect and fluorescence (FL)/multispectral optoacoustic tomography (MSOT)/X‐ray computed tomography (CT)/magnetic resonance (MR) imaging. The Pt‐decorated nanoplatform endows remarkable catalase‐like behavior and facilitates the continuous decomposition of the endogenous H2O2 into O2 to enhance the PDT effect under hypoxic TME. HSA modification enhances the biocompatibility and tumor‐targeting ability of the nanocomposites. This TME‐responsive and O2 self‐supplement nanoparticle holds great potential as a multifunctional theranostic nanoplatform for the multimodal imaging‐guided synergistic phototherapy of solid tumors.