Multifunctional theranostics have offered some interesting new opportunities for cancer therapy and diagnosis in the last decade. Herein, magnetic mesoporous silica nanoparticles (M-MSNs) were designed and synthesized, then the photosensitizer chlorin e6 (Ce6) and antitumor drug doxorubicin (Dox) were adsorbed onto the M-MSNs. Biocompatible alginate/chitosan polyelectrolyte multilayers (PEM) were assembled on the M-MSNs to achieve a pH-responsive drug delivery system and adsorb P-gp shRNA for reversing the multidrug resistance. The obtained M-MSN(Dox/Ce6)/PEM/P-gp shRNA nanocomposites were characterized using TEM, SEM, X-ray diffraction, BET, FTIR and electrophoresis. The nanocomposites with average diameter of 280 nm exhibited a pH-responsive drug release profile, and more singlet oxygen generation in cancer cells after laser illumination. CCK-8 assay and calcein-AM/PI co-staining showed that the multifunctional nanocomplexes significantly increased cell apoptosis in vitro. With tumor-bearing Balb/c mice employed as the animal model, combined photodynamic therapy and chemotherapy was carried out, also achieving synergistic anti-tumor effects in vivo. The cores of bifunctional Fe₃O₄–Au nanoparticles in the multifunctional nanocomposites enabled dual-modal MR and CT imaging, which illustrated strong tumor uptake of these nanocomposites after intravenous injection into tumor-bearing mice. This work highlights the great potential of magnetic mesoporous silica nanocomposites as a multifunctional delivery platform, which is promising for imaging-guided cancer combination therapy with high efficacy.