Iron oxides are directly coated on the surface of cetyl-trimethylammonium bromide (CTAB)-capped gold nanorods (AuNRs) in aqueous solutions at room temperature, which results in AuNR@Fe2O3, AuNR@Fe3O4, and AuNR@Fe2O3@Fe3O4 core-shell heterostructures. The iron oxide shells are uniform, smooth, with characteristic porous structure, and their thickness can be readily tuned. The shell formation is highly dependent on the reaction parameters including pH and CTAB concentration. The Fe2O3 shell is amorphous and exhibits nearly zero remanence and coercivity, while the Fe3O4 shell is ferromagnetic with a low saturation magnetization of about 0.5 emu g-1 due to its low crystallinity and the porous structure. At elevated temperatures achieved by plasmonic heating of the Au core, the Fe2O3 shell transforms from amorphous to γ-Fe2O3 and α-Fe2O3 phases, while the Fe3O4 phase disappears because of the oxidation of Fe2+. A 1.4-fold increase of photocatalytic performance is observed due to the plasmonic resonance provided by the Au core. The photocatalytic efficiency of Fe3O4 is about 1.7-fold higher than Fe2O3 as more surface defects are present on the Fe3O4 shell, promoting the adsorption and activation of reagents on the surface during the catalytic reactions. This approach can be readily extended to other nanostructures including Au spherical nanoparticles and nanostars. These highly uniform and multifunctional core-shell heterostructures can be of great potential in a variety of energy, magnetic, and environment applications.