Photothermal therapy (PTT) is a promising alternative strategy to traditional cancer therapy. Photothermal agents (PTAs) in the second near-infrared (NIR) window (1000–1350 nm) hold excellent potential for enhanced PTT treatment of deep tumors compared with the first NIR window (780–1000 nm). Herein, paramagnetic ZnFeO nanospheres with an average of 150 nm and defective structure were synthesized by a simple solvothermal method. The samples were characterized by X-ray diffraction, scanning electron microscopy, UV–vis–NIR spectroscopy, photoluminescence spectrum, and vibrating sample magnetometer. The photothermal mechanism and performance under bio-safe NIR-Ⅰ/Ⅱ laser irradiation have been discussed in detail. The samples represented good magnetic property and photothermal conversion efficiency (PCE) of 64.64% (808 nm, 0.33 W cm) and 35.75% (1064 nm, 1 W cm), surpassing many previous nano-PTAs active in the NIR-Ⅰ/II region. This work provides a simple method to acquire clinical paramagnetic PTAs in bio-imaging mediated NIR-II photothermal therapy.