Tumor-targeted radiopharmaceuticals have become an attractive modality for tumor diagnosis and treatment in clinics. However, their wide clinical applications are seriously impeded by poor tumor targeting, rapid systemic clearance, and short tumor retention. Therefore, developing advanced radiopharmaceuticals with great tumor specificity and prolonged retention time is highly desirable for efficient tumor treatment. Herein, we report a tumor-targeted covalently anchoring strategy that selectively crosslinks the radiopharmaceuticals to intratumoral macromolecules for prolonged tumor theranostics. A covalent multi-targeted radiopharmaceutical (CMTR) d-IR-2(125IRGD) that includes a sulfenic acid-reactive 1,3-cyclohexanedione group was developed. We demonstrated this probe could specifically accumulate at the tumor site and bind to the sulfenated proteins that are overexpressed within tumors, which greatly prevents the efflux of probes in tumor tissues while having faster clearance in healthy tissues resulting in 12 h longer tumor retention than conventional probes for sensitive NIR and SPECT/CT detection of tumors in vivo. More notably, the 131I-labeled probe could significantly suppress the growth of lung tumor A549. We thus envision that this work may offer a promising approach to developing effective radiopharmaceuticals for precise diagnosis and treatment of various tumors.