The traditional nanocarriers are typically constructed to deliver anticancer agents for improving drug bioavailability and enhancing chemotherapeutic efficacy, but this strategy suffers from the critical issue of nanocarrier biosafety that hinders further clinical translation. In this work, a unique nanomedicine (PTX@ICG) has been rationally constructed by combining two clinically approved agents, i.e., paclitaxel (PTX) and indocyanine green (ICG), by a facile ultrasound-assisted self-assembly methodology. The formation of the nanostructure can effectively increase the enrichment of PTX and ICG molecules in the tumor site, and improve the utilization factor of hydrophobic PTX. Moreover, since the molecule interaction in PTX@ICG is mainly Van der Waals forces, the self-assembled structure can be spontaneously dissociated under laser irradiation and release PTX in situ to achieve safe tumor-targeted chemotherapy. Simultaneously, the released ICG can act as photothermic agents for photothermal therapy (PTT), thus combining chemotherapy and PTT to obtain an enhanced tumor nanotherapy via facile self-assembly. The synergistic chemo/photothermal tumor nanotherapy achieved the efficient tumor cell-killing effect and tumor-ablation ability, as systematically demonstrated both in vitro and in vivo. This work provides a distinct paradigm of the self-assembled nanomedicine design for effectively improving the drug bioavailability to achieve high antitumor efficacy.