Integrating various functional components into a single nano-platform is an ideal but challenging strategy for cancer therapy. Herein, a facile approach to fabricating multi-targeted nano-drug delivery systems which can be monitored is reported. Superparamagnetic iron oxide nanoparticles (SPIONs) and gefitinib (GEF) were encapsulated into folic acid-conjugated zein (Fa-zein) nanocomplexes (GEF-FSZs) with good dispersity, high GEF loading efficiency and pH-dependent release profile. The uptake of water-insoluble GEF was facilitated by encapsulating GEF into a zein-based nanocomplex, the magnetic responsive property endowed by SPIONs and the conjugation of Fa, which resulted in enhanced toxicity to A549 cells. The endocytosis study indicated that macropinocytosis and clathrin/caveolae-independent endocytosis exerted great influence on the internalization of GEF-FSZs. These results implied that GEF-FSZs could be a promising candidate for controlled and targeted drug delivery.