Among the strategies to fight cancer, multi-therapeutic approaches are considered as a wise choice to put in place multiple weapons to suppress tumors. In this work, to combine chemotherapeutic effects to magnetic hyperthermia when using biocompatible scaffolds, we have established an electrospinning method to produce nanofibers of polycaprolactone loaded with magnetic nanoparticles as heat mediators to be selectively activated under alternating magnetic field and doxorubicin as a chemotherapeutic drug. Production of the fibers was investigated with iron oxide nanoparticles of peculiar cubic shape (at 15 and 23 nm in cube edges) as they provide benchmark heat performance under clinical magnetic hyperthermia conditions. With 23 nm nanocubes when included into the fibers, an arrangement in chains was obtained. This linear configuration of magnetic nanoparticles resemble that of the magnetosomes, produced by magnetotactic bacteria, and our magnetic fibers exhibited remarkable heating effects as the magnetosomes. Magnetic fiber scaffolds showed excellent biocompatibility on fibroblast cells when missing the chemotherapeutic agent and when not exposed to magnetic hyperthermia as shown by viability assays. On the contrary, the fibers containing both magnetic nanocubes and doxorubicin showed significant cytotoxic effects on cervical cancer cells following the exposure to magnetic hyperthermia. Notably, these tests were conducted at magnetic hyperthermia field conditions of clinical use. As here shown, on the doxorubicin sensitive cervical cancer cells, the combination of heat damage by magnetic hyperthermia with enhanced diffusion of doxorubicin at therapeutic temperature are responsible for a more effective oncotherapy.