To realize the photothermal therapy ability of Prussian blue-modified ferritin nanoparticles (PB-Ft NPs) and its synergistic effect with chemotherapy, PB-Ft NPs were synthesized by a simple surface double decomposition reaction. Mean sizes of ferritin and PB-Ft NPs were 10.4 nm and 12.6 nm, respectively. The obtained PB-Ft NPs were verified to have both the photothermal conversion ability of Prussian blue and the morphology of ferritin. The in vitro and in vivo photothermal therapy results confirm PB-Ft NPs can successfully inhibit the growth of murine breast cancer cell line (4T1) without any obvious side effect. Moreover, taking use of the peroxidase-like activity of PB-Ft NPs, the photothermal therapy effect of PB-Ft NPs effectively improved the curative effect of gemcitabine (GEM) via enhancing reactive oxygen species production. The obtained PB-Ft NPs can be served as a useful and safe photothermal therapy agent in breast cancer. Moreover, PB-Ft NPs-assisted photothermal therapy can be applied as an adjunctive therapy with various established cancer treatments such as chemotherapy.