Multispectral object detection is an important application for unmanned aerial vehicles (UAVs). However, it faces several challenges. First, low-light RGB images weaken the multispectral fusion due to details loss. Second, the interference information is introduced to local target modeling during multispectral fusion. Third, computational cost poses deployment challenge on UAV platforms, such as transformer-based methods with quadratic complexity. To address these issues, a framework named DEPFusion consisting of two designed modules, Dual-Domain Enhancement (DDE) and Priority-Guided Mamba Fusion (PGMF) , is proposed for UAV multispectral object detection. Firstly, considering the adoption of low-frequency component for global brightness enhancement and frequency spectra features for texture-details recovery, DDE module is designed with Cross-Scale Wavelet Mamba (CSWM) block and Fourier Details Recovery (FDR) block. Secondly, considering guiding the scanning of Mamba from high priority score tokens, which contain local target feature, a novel Priority-Guided Serialization is proposed with theoretical proof. Based on it, PGMF module is designed for multispectral feature fusion, which enhance local modeling and reduce interference information. Experiments on DroneVehicle and VEDAI datasets demonstrate that DEPFusion achieves good performance with state-of-the-art methods.