Recently, nanoformulations have been widely applied in the delivery of organic photothermal agents (OPTAs) for cancer therapy to prolong blood circulation or improve tumor-targeting capacity. However, the systematic evaluations of their effects on the photothermal behavior of OPTAs are limited, especially for different types of nanoparticle systems. Herein, we prepared two kinds of nanoparticles (BSA and PEG nanoparticles (NPs)) to load an OPTA, a cyanine photosensitizer (IR780-O-TPE), and investigated their photothermal response, organelle targeting, and in vivo therapeutic efficacy. Due to different assembly forms, the two NPs showed distinct morphological changes after exposure to laser or hyperthermia. Under laser irradiation at 808 nm, BSA NPs could release IR780-O-TPE more efficiently than PEG NPs. We speculate that this phenomenon is probably caused by dual-responsive release of IR780-O-TPE from BSA NPs against light and hyperthermia. Moreover, IR780-O-TPE/BSA NPs were highly mitochondria-targeting and therefore displayed significant inhibition of cell viability. In contrast, IR780-O-TPE/PEG NPs were "shell-core" nanostructures and more stable under laser stimulation. As a consequence, the mitochondria-targeting and anticancer photothermal therapy by IR780-O-TPE/PEG NPs was less obvious. This study revealed the significance of nanocarrier design for OPTA delivery and demonstrated that BSA NPs could release IR780-O-TPE more effectively for efficient photothermal therapy. We also believe that the dual-responsive release of OPTAs from NPs can provide an effective strategy to promote anticancer photothermal treatment.