Gold nanorods (AuNRs) can combine therapeutic hyperthermia with diagnostic features, representing a smart choice to address personalized cancer treatments. In this regard, a crucial quest is the selection of the right biocompatible coating agent able to stabilize them in the physiological environment, further endowing the possibility to load bioactive molecules and/or targeting moieties. Therefore, AuNRs optical properties can be successfully merged with advantageous materials features to obtain selective photothermal therapy (PTT) systems. Here, the natural materials lipoic acid (LA) and the polysaccharide gellan gum (GG) were chosen to prepare three types of stabilized gold nanorods, using LA (AuNRs/LA), a layered coating of LA and GG (AuNRs/LA,GG) or a newly synthesized covalent derivative of LA and GG (AuNRs/GG-LA). The samples displayed diverse stability and dispersibility. Hydrodynamic diameters and surface potential analyses confirmed the nanometric size (100–200 nm) and showed surface charges ranging from +19.5 to −25.6 mV. Particular attention was thus paid to analyze the differences between hyperthermia properties exhibited after near-infrared (NIR) laser irradiation. Furthermore, the cytocompatibility and photothermal effect were tested on HCT116 human colon cancer cell line. Collected data have finally allowed selecting AuNRs/LA,GG as the best candidate for possible use in PTT of cancer.