Recently, photothermal therapy has become a promising strategy in tumor treatment. However, the therapeutic effect was seriously hampered by the low tissue penetration of laser. Therefore, in this study, radiofrequency (RF) with better tissue penetration was used for tumor hyperthermia. First, one type of gold nanorods (AuNRs) suitable for RF hyperthermia was selected. Then, poly(lactic-co-glycolic acid) (PLGA) nanoparticles (NPs) loaded with AuNRs and docetaxel (DTX) (PLGA/AuNR/DTX) NPs were constructed. Finally, manganese dioxide (MnO
2
) ultrathin nanofilms were coated on the surfaces of PLGA/AuNR/DTX NPs by the reduction of KMnO
4
to construct the PLGA/AuNR/DTX@MnO
2
drug delivery system. This drug delivery system can not only be used for the combined therapy of chemotherapy and RF hyperthermia but can also produce Mn
2+
to enable magnetic resonance imaging. Furthermore, the RF hyperthermia and the degradation of MnO
2
can significantly promote the controlled drug release in a tumor region. The in vitro and in vivo results suggested that the PLGA/AuNR/DTX@MnO
2
multifunctional drug delivery system is a promising nanoplatform for effective cancer theranostic applications.