Developing a facile and reliable approach for tumor marker detection is crucial in early diagnosis of cancer. Here, a multicolor and photothermal dual signal readout immunosensor was proposed based on a nanoparticle-mediated transformation strategy and used for sensitive detection of prostate specific antigen (PSA). To construct such a platform, Fe3O4 nanoparticles (NPs) -functionalized graphene oxide was modified with partially complementary DNA and served as the signal probes. In the absence of PSA, the signal probes were captured via hybridization reaction between DNA and PSA aptamer. Subsequently, Fe3O4 NPs anchored on the probes were transformed into a photothermal agent, Prussian blue NPs, which converted biological signal into heat via the near-infrared laser irradiation, and thus sensitive quantitative detection of PSA was realized by using a thermometer with a lower detection limit of 0.31 ng/mL. Meanwhile, Prussian blue NPs displayed multiply colors by mixing with potassium ferricyanide, and rapid qualitative detection by naked eyes was realized. The two sets of data mutually validate each other, which greatly improved the accuracy and reliability of PSA detection. More strikingly, graphene oxide as the enrichment carrier of Fe3O4 NPs significantly enhanced the accumulation of Prussian blue NPs in situ, and thus the signal amplification was effectively accomplished. Besides, the sensing strategy avoided the use of enzyme and simplified analysis process. Such a cost-effective and sensitive dual-readout visual protocol opens up new perspectives for personalized diagnosis and on-site detection.