The design of multimodal cancer therapy was focused on reaching an efficient process and minimizing harmful effects on patients. In the present study, the Au–MnO2 nanostructures have been successfully constructed and produced as novel multipurpose photosensitive agents simultaneously for photodynamic therapy (PDT), photothermal therapy (PTT), and chemodynamic therapy (CDT). The prepared AuNPs were conjugated with MnO2 NPs by its participation in the thermal decomposition process of KMnO4 confirmed by X-ray diffraction (XRD), transmission electron microscopy (TEM), and Fourier transform infrared (FTIR) spectroscopy (FT-IR). The 16.5 nm Au–MnO2 nanostructure exhibited an absorbance at 438 nm, which is beneficial for application in light induction therapy due to the NIR band, as well as its properties of generating reactive oxygen species (ROS) associated with the 808 nm laser light for PDT. The photothermal transduction efficiency was calculated and compared with that of the non-irradiated nanostructure, in which it was found that the 808 nm laser induced a high efficiency of 83%, 41.5%, and 37.5% for PDT, PTT, and CDT, respectively. The results of DPBF and TMB assays showed that the efficiency of PDT and PTT was higher than that of CDT. The nanostructure also confirmed the time-dependent peroxidase properties at different H2O2, TMB, and H2TMB concentrations, promising good potency in applying nanomedicine in clinical cancer therapy.