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Iron oxide nanoparticles (IONPs)-carbon (C) hybrid zero-dimensional nanostructures normally can be categorized into core–shell and yolk–shell architectures. Although IONP-C is a promising theranostic nanoagent, the in vivo study has surprisingly been less described. In addition, little effort has strived toward the fabrication of yolk–shell compared to the core–shell structures. In this context, we synthesized a yolk–shell type of the silica-coated hollow carbon nanospheres encapsulating IONPs cluster, which can be dispersed in aqueous solution for systemic studies in vivo, via the preparation involving the mixed micellization, polymerization/hollowing, sol–gel (hydration–condensation), and pyrolysis processes. Through a surface modification of the polyethylenimine followed by the sol–gel process, the silica shell coating was able to escape from condensing and sintering courses resulting in aggregation, due to the annealing. Not limited to the well-known functionalities in magnetical targeting and magnetic resonance (MR) imaging for IONP-C hybrid structures, we expanded this yolk–shell NPs as a near-infrared (NIR) light-responsive echogenic nanoagent giving an enhanced ultrasound imaging. Overall, we fabricated the NIR sensitive yolk–shell IONP-C to activate ultrasound imaging and photothermal ablation under magnetically and MR imaging guided therapy.