The fast renal clearance of hydrophilic small molecular anticancer drugs and ultrasmall nanoparticles (NPs) results in the low utilization rate and certain side effects, thus improving the tumor targeting is highly desired but faces great challenges. A novel and general β-cyclodextrin (CD) aggregation-induced assembly strategy to fabricate doxorubicin (DOX) and CD-coated NPs (such as Au) co-encapsulated pH-responsive nanocomposites (NCs) is proposed. By adding DOX×HCl and reducing pH in a reversed microemulsion system, hydrophilic CD-coated AuNPs rapidly assemble into large NCs. Then in situ polymerization of dopamine and sequentially coordinating with Cu2+ on the surface of NCs provide extra weak acid responsiveness, chemodynamic therapy (CDT), and improved biocompatibility as well as stability. The subsequent tumor microenvironment responsive dissociation notably improves their passive tumor targeting, bioavailability, imaging, and therapeutic capabilities, as well as facilitates their internalization by tumor cells and metabolic clearance, thereby reducing side effects. The combination of polymerized dopamine and assembled AuNPs reinforces photothermal capability, thus further boosting CDT through thermally amplifying Cu-catalyzed Fenton-like reaction. Both in vitro and in vivo studies confirm the desirable outcomes of these NCs as photoacoustic imaging guided trimodal (thermally enhanced CDT, photothermal therapy, and chemotherapy) synergistic tumor treatment agents with minimal systemic toxicity.