Triple negative breast cancer (TNBC) remains a challenge for clinical diagnosis and therapy due to its poor prognosis and high mortality rate. Hence, new methods to achieve TNBC imaging and imaging-guided TNBC therapy are urgently needed. Currently, the combination of chemotherapy with phototherapy/catalytic therapy has become a promising strategy for cancer treatment. Here, multifunctional CuFeSe2 ternary nanozymes (CuFeSe2-AMD3100-Gem nanosheets) were prepared as high-performance nanotheranostic agents for imaging-guided synergistic therapy of TNBC in vitro and in vivo. CuFeSe2-AMD3100-Gem nanosheets not only exhibited outstanding CXCR4-targeted capability and superior photothermal properties, but also produced exact chemical cytotoxicity through the loading of the chemotherapy drug Gemcitabine. Specifically, the CuFeSe2-AMD3100-Gem nanosheets simultaneously possessed peroxidase-like activities capable of converting endogenous H2O2 to hydroxyl radicals (•OH), which could be significantly enhanced under light irradiation. Furthermore, these nanosheets showed remarkable multimodal imaging ability for magnetic resonance imaging (MRI), computed tomography (CT) and infrared thermography in TNBC tumor-bearing mice (4T1 cells). More importantly, the in vitro and in vivo results verified the significant synergistic anticancer effect of the CuFeSe2-AMD3100-Gem nanosheets by combining photothermal therapy and enzyme catalytic therapy with chemotherapy. In conclusion, these advantages demonstrate the powerful potential of CuFeSe2 ternary nanozymes for imaging-guided synergistic photothermal/catalytic/chemical therapy for TNBC.