This contribution reports the design, preparation, photophysical and photochemical characterization, as well as a preliminary biological evaluation of mesoporous silica nanoparticles (MSNs) covalently integrating a nitric oxide (NO) photodonor (NOPD) and a singlet oxygen (1O2) photosensitizer (PS) and encapsulating the anticancer doxorubicin (DOX) in a noncovalent fashion. These MSNs bind the NOPD mainly in their inner part and the PS in their outer part in order to judiciously exploit the different diffusion radius of the cytotoxic NO and 1O2. Furthermore this silica nanoconstruct has been devised in such a way to permit the selective excitation of the NOPD and the PS with light sources of different energy in the visible window. We demonstrate that the individual photochemical performances of the photoactive components of the MSNs are not mutually affected, and remain unaltered even in the presence of DOX. As a result, the complete nanoconstruct is able to deliver NO and 1O2 under blue and green light, respectively, and to release DOX under physiological conditions. Preliminary biological results performed using A375 cancer cells show a good tolerability of the functionalized MSNs in the dark and a potentiated activity of DOX upon irradiation, due to the effect of the NO photoreleased.