In this study, gold nanorods (AuNRs) were first stabilized by hexadecyltrimethylammonium bromide (CTAB) and then coated with two kinds of polyelectrolytes (PE) and BSA to obtain multi-layered AuNRs (AuNRs-PE-BSA). Furthermore, the anti-cancer drug doxorubicin (DOX) was encapsulated into AuNRs-PE-BSA by the electrostatic force and the nanocomposites formed were named AuNRs/DOX-PE-BSA. The success of coating was verified by transmission electron microscopy (TEM), zeta potential, gel-electrophoresis and thermogravimetric analysis (TGA). The MTT assay indicated that the cytotoxicity of AuNRs decreased dramatically after multi-layer capping. The time-dependent nucleus-targeting capability of AuNRs/DOX-PE-BSA was confirmed in cell affinity evaluations. The in vitro and in vivo experiments demonstrated that AuNRs/DOX-PE-BSA, which combined photothermal and chemotherapy for tumor therapy, bears a markedly improved curative effect and holds promising prospects in the field of nanomedicine.