The invention relates to a preparation method and application of a combined targeted medicine controlled release system with a gold nanometer cage being a carrier. The problem that existing tumor treating medicine is large in side effect and poor in treating effect and the medication problem about photothermal therapy of tumors are effectively solved. The method includes the steps that, Re2O3, Fe(NO3)3, Mn(NO3)2, zinc(NO3)2, citric acid, ethylene glycol and the gold nanoparticle cage are added into HNO3, the pH is adjusted to 6, centrifuging is performed, sediment is redissolved through water, the pH is adjusted to 6, drying is performed, and the gold nanometer cage coated with manganese-zinc ferrite is obtained; thermosensitive materials are heated, medicine and the gold nanometer cage coated with the manganese-zinc ferrite are added in, centrifuging is performed, and gold nanometer cage-manganese-zinc ferrite compounds carrying the manganese-zinc ferrite and the thermosensitive materials are obtained; OPSS-PEG-SVA is added into a PBS buffering solution with -NH2 group target head molecules, the gold nanometer cage-manganese-zinc ferrite compounds are added in, centrifuging is performed, sediment is washed through the PBS buffering solution, and the combined targeted medicine controlled release system with the gold nanometer cage being the carrier is obtained. By means of the preparation method and the application, the purposes of thermal therapy, chemical (gene) treatment, targeting and controlled release can be achieved at the same time.