Simultaneous delivery of therapeutic agents and energy by magnetic nanoparticles (MNPs) at targeted sites can boost cancer therapy and alleviate side effects. To achieve this goal, however, the magnetic fluid hyperthermia (MFH) usually exhibits the unsufficient thermal efficiency due to their narrow magnetization curves. Besides, an inappropriately large administration concentration also causes health deterioration as shown in an animal model. In this study, the core–shell cube that enhances the coercivity and magnetization related to single‐compositional MNPs by elaborately tuning their interface relaxation via the magnetocrystalline and surface anisotropy is developed. Néel and Brownian relaxation can be adjusted by the particles’ structures to maximize the hyperthermia efficacy upon an alternating‐magnetic‐field (AMF). Furthermore, temozolomide and lactoferrin‐coated CoFe2O4@Fe3O4 core–shell cubes are rapidly internalized by targeting cancer cells and penetrate into tumor spheroids while subjecting to AMF. The targeted cubes with the capabilities of enhanced coercivity, AMF‐induced drug penetration into tumors, and magnetothermal ablation for cancer therapy display potentials for clinical uses.