We investigate static and rotating charged spherically symmetric solutions in the framework of $f({cal R})$ gravity, allowing additionally the electromagnetic sector to depart from linearity. Applying a convenient, dual description for the electromagnetic Lagrangian, and using as an example the square-root $f({cal R})$ correction, we solve analytically the involved field equations. The obtained solutions belong to two branches, one that contains the Kerr-Newman solution of general relativity as a particular limit and one that arises purely from the gravitational modification. The novel black hole solution has a true central singularity which is hidden behind a horizon, however for particular parameter regions it becomes a naked one. Furthermore, we investigate the thermodynamical properties of the solutions, such as the temperature, energy, entropy, heat capacity and Gibbs free energy. We extract the entropy and quasilocal energy positivity conditions, we show that negative-temperature, ultracold, black holes are possible, and we show that the obtained solutions are thermodynamically stable for suitable model parameter regions.
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