A novel multifunctional drug-delivery platform is developed based on cholesteryl succinyl silane (CSS) nanomicelles loaded with doxorubicin, Fe3O4 magnetic nanoparticles, and gold nanoshells (CDF-Au-shell nanomicelles) to combine magnetic resonance (MR) imaging, magnetic-targeted drug delivery, light-triggered drug release, and photothermal therapy. The nanomicelles show improved drug-encapsulation efficiency and loading level, and a good response to magnetic fields, even after the formation of the gold nanoshell. An enhancement for T2-weighted MR imaging is observed for the CDF-Au-shell nanomicelles. These nanomicelles display surface plasmon absorbance in the near-infrared (NIR) region, thus exhibiting an NIR (808 nm)-induced temperature elevation and an NIR light-triggered and stepwise release behavior of doxorubicin due to the unique characteristics of the CSS nanomicelles. Photothermal cytotoxicity in vitro confirms that the CDF-Au-shell nanomicelles cause cell death through photothermal effects only under NIR laser irradiation. Cancer cells incubated with CDF-Au-shell nanomicelles show a significant decrease in cell viability only in the presence of both NIR irradiation and a magnetic field, which is attributed to the synergetic effects of the magnetic-field-guided drug delivery and the photothermal therapy. Therefore, such multicomponent nanomicelles can be developed as a smart and promising nanosystem that integrates multiple capabilities for effective cancer diagnosis and therapy.