Currently, the obvious side effects of anti-tumor drugs, premature drug release, and low tumor penetration of nanoparticles have largely reduced the therapeutic effects of chemotherapy. A drug delivery vehicle (MCN-SS-GQDs) was designed innovatively. For this, the mesoporous carbon nanoparticles (MCN) with the capabilities of superior photothermal conversion efficiency and high loading efficiency were used as the skeleton structure, and graphene quantum dots (GQDs) were gated on the mesopores via disulfide bonds. The doxorubicin (DOX) was used to evaluate the pH-, GSH-, and NIR-responsive release performances of DOX/MCN-SS-GQDs. The disulfide bonds of MCN-SS-GQDs can be ruptured under high glutathione concentration in the tumor microenvironment, inducing the responsive release of DOX and the detachment of GQDs. The local temperature of a tumor increases significantly through the photothermal conversion of double carbon materials (MCN and GQDs) under near-infrared light irradiation. Local hyperthermia can promote tumor cell apoptosis, accelerate the release of drugs, and increase the sensitivity of tumor cells to chemotherapy, thus increasing treatment effect. At the same time, the detached GQDs can take advantage of their extremely small size (5–10 nm) to penetrate deeply into tumor tissues, solving the problem of low permeability of traditional nanoparticles. By utilizing the photothermal properties of GQDs, synergistic photothermal conversion between GQDs and MCN was realized for the purpose of synergistic photothermal treatment of superficial and deep tumor tissues.