Photothermal therapy (PTT) leverages light-absorbing nanoparticles (NPs) to convert light energy into localized heat, providing a targeted and minimally invasive approach for tumor ablation. Despite its promise, PTT faces several limitations, chiefly the poor tissue penetration depth and the risk of cancer recurrence due to incomplete tumor eradication. Recent breakthroughs, however, reveal that carefully engineered NPs can trigger immunogenic cell death (ICD) within an optimal thermal range. This process releases a cascade of damageassociated molecular patterns (DAMPs), activating dendritic cells (DCs) and priming tumor-specific T-cell immunity. By converting immunologically “cold” tumors into “hot” ones, this strategy opens the door for synergistic combination therapies with immunotherapy. This review outlines cutting-edge progress across precious-metal, organic, and hybrid photothermal nanomaterials, emphasizing how PTT-triggered ICD works at the molecular level and highlighting key strategies to enhance synergy with other treatments, such as immunotherapy, radiotherapy (RT), and chemotherapy. It also explores future directions and the challenges that remain in improving ICD efficiency, overcoming immunosuppressive tumor microenvironments (TME), and translating these strategies into clinical practice.