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The purpose of this study was to use agar as a multifunctional encapsulating material to allow drug and ferromagnetism to be jointly delivered in one nanoparticle. We successfully encapsulated both Fe₃O₄ and doxorubicin (DOX) with agar as the drug carrier to obtain DOX-Fe₃O₄@agar. The iron oxide nanoparticles encapsulated in the carrier maintained good saturation of magnetization (41.9 emu/g) and had superparamagnetism. The heating capacity test showed that the specific absorption rate (SAR) value was 18.9 ± 0.5 W/g, indicating that the ferromagnetic nanoparticles encapsulated in the gel still maintained good heating capacity. Moreover, the magnetocaloric temperature could reach 43 °C in a short period of five minutes. In addition, DOX-Fe₃O₄@agar reached a maximum release rate of 85% ± 3% in 56 min under a neutral pH 7.0 to simulate the intestinal environment. We found using fluorescent microscopy that DOX entered HT-29 human colon cancer cells and reduced cell viability by 66%. When hyperthermia was induced with an auxiliary external magnetic field, cancer cells could be further killed, with a viability of only 15.4%. These results show that agar is an efficient multiple-drug carrier, and allows controlled drug release. Thus, this synergic treatment has potential application value for biopharmaceutical carrier materials.