Actively targeted hollow nanoparticles may play key roles in precise anti-cancer therapy. Here, unique Cu39S28 hollow nanopeanuts (HNPs) were synthesized via a facile one-step method and the formation mechanism was illustrated. The as-synthesized Cu39S28 HNPs exhibit outstanding photothermal conversion efficiency (41.1%) and drug storage capacity (DOX, 99.5 %). At the same time, the DOX drug loading nanocomposites have shown great sensitive response of release to either pH value or near infrared ray (NIR). In particular, the folic acid (FA) can easily conjugate with the synthesized Cu39S28 HNPs without further modification to get a targeted effect. The FA modified Cu39S28 HNPs showed an efficiently targeting effect in vitro and could considerably enhance the tumor-targeting effect more than 10 times in vivo. Moreover, the synthetical hyperthermia and drug release from Cu39S28 HNPs when under 808 nm laser could significantly improve the therapeutic efficacy compared with photothermal or chemotherapy alone both in vitro and in vivo. The histological studies in main organs also proved the well biocompatibility, while the tumor sites were in seriously destruction due to the accumulation of the nanocomposites and the combined photothermal chemo therapy effect. Therefore, the multi-functional nanocomposites is excellent antitumor agents due to their superb therapy effect in breast cancer.