A facile strategy to fabricate gold nanorod@polyacrylic acid/calcium phosphate (AuNR@PAA/CaP) yolk-shell nanoparticles (NPs) composed with a PAA/CaP shell and an AuNR yolk is reported. The as-obtained AuNR@PAA/CaP yolk-shell NPs possess ultrahigh doxorubicin (DOX) loading capability (1 mg DOX/mg NPs), superior photothermal conversion property (26%) and pH/near-infrared (NIR) dual-responsive drug delivery performance. The released DOX continuously increased due to the damage of the CaP shell at low pH values. When the DOX-loaded AuNR@PAA/CaP yolk-shell NPs were exposed to NIR irradiation, a burst-like drug release occurs owing to the heat produced by the AuNRs. Furthermore, AuNR@PAA/CaP yolk-shell NPs are successfully employed for synergic dual-mode X-ray computed tomography/photoacoustic imaging and chemo-photothermal cancer therapy. Therefore, this work brings new insights for the synthesis of multifunctional nanomaterials and extends theranostic applications.