Nanomedicine has attracted substantial attention for the accurate diagnosis or treatment of carcinoma in recent years. Nd-doped lanthanide nanophosphor-based near-infrared-II (NIR-II) optical imaging is widely used for deep penetration tissue imaging while X-ray computed tomography (CT) is well-suited for in vivo imaging. Polymer-coated lanthanide nanophosphors are increasingly used in both diagnostics and therapies for tumor in vivo. However, the biocompatibility of nanocomposites and the efficiency of tumor ablation should be taken into consideration when constructing a nanotheranostic probe. In this article, we have fabricated polydopamine (PDA)-coated NaYF:Nd@NaLuF nanocomposites using the reverse microemulsion approach. The thickness of the PDA shell can be precisely modulated from ∼1.5 to ∼18 nm, endowing the obtained NaYF:Nd@NaLuF@PDA with an excellent colloidal stability and considerable biocompatibility. The photothermal conversion efficiency of the resultant nanocomposites was optimized and maximized by the increase of the PDA shell thickness. Because of the remarkable photothermal conversion efficiency, the mice xenograft tumors were completely eradicated after NIR irradiation. Given the considerable photoluminescence and X-ray attenuation efficiency, the performance of NaYF:Nd@NaLuF@PDA for NIR-II optical imaging and X-ray CT dual imaging of the tumor in vivo was evaluated. All of the results above highlight the great potential of PDA-based NaYF:Nd@NaLuF nanocomposites as a novel multifunctional nanotheranostic agent.