Rheumatoid arthritis (RA) is an inflammatory type of arthritis that causes joint pain and damage. The inflammatory cell infiltration (e.g., M1 macrophages), the poor O2 supply at the joint, and the excess reactive oxygen species (ROS)-induced oxidative injury are the main causes of RA. We herein report a polydopamine (PDA)-coated CeO2-dopped zeolitic imidazolate framework-8 (ZIF-8) nanocomposite CeO2-ZIF-8@PDA (denoted as CZP) that can synergistically treat RA. Under near-infrared (NIR) light irradiation, PDA efficiently scavenges ROS and results in an increased temperature in the inflamed area because of its good light-to-heat conversion efficiency. The rise of temperature serves to obliterate hyper-proliferative inflammatory cells accumulated in the diseased area while vastly promoting the collapse of the acidic-responsive skeleton of ZIF-8 to release the encapsulated CeO2. The released CeO2 exerts its catalase-like activity to relieve hypoxia by generating oxygen via the decomposition of H2O2 highly expressed in the inflammatory sites. Thus, the constructed CZP composite can treat RA through NIR-photothermal/ROS-scavenging/oxygen-enriched combinative therapy and show good regression of pro-inflammatory cytokines and hypoxia-inducible factor-1α (HIF-1α) in vitro and promising therapeutic effect on RA in rat models. The multimodal nano-platform reported herein is expected to shed light on the design of synergistic therapeutic nanomedicine for effective RA therapy.