Poly(3,4‐ethylenedioxythiophene):poly(4‐styrenesulfonate) (PEDOT:PSS) nanoparticles, after being coated with polyethylene glycol (PEG), are used as a drug carrier to load various types of aromatic therapeutic molecules, including chemotherapy drugs doxorubicin (DOX) and SN38, as well as a photodynamic agent chlorin e6 (Ce6), through π–π stacking and hydrophobic interaction. Interesting functionalities of PEDOT:PSS‐PEG as an unique versatile drug delivery platform are discovered. Firstly, for water‐insoluble drugs such as SN38, the loading on PEDOT:PSS‐PEG dramatically enhances its water solubility, while maintaining its cytotoxicity to cancer cells. Secondly, the delivery of Ce6 by PEDOT:PSS‐PEG is able to remarkably accelerate the cellular uptake of Ce6 molecules, and thus offers improved photodynamic therapeutic efficacy. Using DOX‐loaded PEDOT:PSS‐PEG as the model system, it is demonstrated that the photothermal effect of PEDOT:PSS‐PEG can be utilized to promote the delivery of this chemotherapeutic agent, achieving a combined photothermal‐ and chemotherapy with an obvious synergistic cancer killing effect. Moreover, it is also shown that multiple types of therapeutic agents could be simultaneously loaded on PEDOT:PSS‐PEG nanoparticles and delivered into cancer cells. This work highlights the great potential of NIR‐absorbing polymeric nanoparticles as multifunctional drug carriers for potential cancer combination therapy with high efficacy.