As a new tumor treatment strategy, photothermal therapy (PTT) has the advantages of accuracy, ease of administration, a high efficiency and low side effects. Photothermal transduction agents (PTAs) are the key factor which play an important role in PTT. The mechanism of PTT is discussed in detail. The photothermal conversion efficiency (PCE) can be improved by increasing the light absorption and reducing the light scattering of photothermal conversion agents. Additionally, non-radiative relaxation path attenuation can also promote energy conversion to obtain a higher value in terms of PCE. The structure and photothermal characteristics of various kinds of PTAs (metal materials, carbon-based nanomaterials, two-dimensional nanomaterials, and organic materials) were compared and analyzed. This paper reviews the antitumor applications of photothermal synergistic therapies, including PTT combined with immunotherapy, chemotherapy, and photodynamic therapy. This review proposes that these PTAs promote the development of photothermal synergistic therapies and have a great potential in the application of tumor treatment.