The current status of the use of nanoparticles for photothermal treatments is reviewed in detail. The different families of heating nanoparticles are described paying special attention to the physical mechanisms at the root of the light-to-heat conversion processes. The heating efficiencies and spectral working ranges are listed and compared. The most important results obtained in both in vivo and in vitro nanoparticle assisted photothermal treatments are summarized. The advantages and disadvantages of the different heating nanoparticles are discussed.