The exceptional biocompatibility and biosafety of natural proteins have made them a popular choice for tumor therapy in recent years, but their therapeutic effectiveness is severely constrained by factors including physiological instability, insufficient delivery, limited accumulation in tumor cells, etc. Here, a novel Mn-doped phycocyanin (Pc)/polydopamine (PDA) hierarchical nanostructure (MnPc@P) with excellent optical absorption, photothermal conversion, and photodynamic performances, is first designed and fabricated by a simply one-pot reaction, which not only successfully encapsulates natural protein Pc with intact activity in the nanostructure of MnPc@P but also gives them better biocompatibility. Upon laser irradiation, PDA-mediated hyperthermia and Pc-induced ROS elevation in tumor cells have been demonstrated, leading to drastic tumor cell death via combined PTT/PDT effect, greater than single PTT or PDT. In general, the expert fusion of Pc and PDA into a single nanomedicine opens fascinating perspectives in the delivery of natural proteins and tumor therapy.