Featured with a plethora of electric and magnetic Mie resonances, high index dielectric nanostructures offer a versatile platform to concentrate light-matter interactions at the nanoscale. By integrating unique features of far-field scattering control and near-field concentration from radiationless anapole states, here, we demonstrate a giant photothermal nonlinearity in single subwavelength-sized silicon nanodisks. The nanoscale energy concentration and consequent near-field enhancements mediated by the anapole mode yield a reversible nonlinear scattering with a large modulation depth and a broad dynamic range, unveiling a record-high nonlinear index change up to 0.5 at mild incident light intensities on the order of MW/cm². The observed photothermal nonlinearity showcases three orders of magnitude enhancement compared with that of unstructured bulk silicon, as well as nearly one order of magnitude higher than that through the radiative electric dipolar mode. Such nonlinear scattering can empower distinctive point spread functions in confocal reflectance imaging, offering the potential for far-field localization of nanostructured Si with an accuracy approaching 40 nm. Our findings shed new light on active silicon photonics based on optical anapoles.