The combination of photothermal therapy (PTT) and chemotherapy is a promising strategy to overcome the shortcomings of monotherapy. For the first time, we designed a self-coated nanoparticle formed by mesoporous polydopamine (MPDA) core and polydopamine (PDA) shell, which was used to load docetaxel and modified with hyaluronic acid (HA). The obtained nanoparticle can achieve targeted drug delivery and further exert the synergistic effect of PTT and chemotherapy. The MPDA core has high drug loading due to mesopores, and the PDA shell can prevent the drug from releasing in the non-target-site because of the pH-sensitivity of the PDA. Compared with other PDA coated nanoparticle, self-coated nanoparticle has a simpler composition and can avoid the potential toxicity caused by the introduction of other materials. Experimental results showed that it had good photothermal conversion ability both in vivo and in vitro, and could be actively targeted into tumor cells through HA-mediated targeting. Under laser irradiation, it ablated the tumors. Simple ingredient and preparation, good compatibility and obvious therapeutic effect make it have a broad application prospect in tumor therapy.