We present polymer nanocomposites of tungsten bronze nanorods (TBNRs) and ethylene propylene diene monomers (EPDM). The combination of these components allows the simultaneous enhancement in the mechanical and photothermal properties of the composites at low filler contents. The as-synthesized TBNRs had lengths and diameters of 14.0 ± 2.4 nm and 2.5 ± 0.5 nm, respectively, and were capped with oleylamine, which has a chemical structure similar to EPDM, making the TBNRs compatible with the bulk EPDM matrix. The TBNRs absorb a wide range of near-infrared light because of the sub-band transitions induced by alkali metal doping. Thus, the nanocomposites of TBNRs in EPDM showed enhanced photothermal properties owing to the light absorption and subsequent heat emission by the TBNRs. Noticeably, the nanocomposite with only 3 wt% TBNRs presented significantly enhanced tensile strain at break, in comparison with those of pristine EPDM, nanocomposites with 1 and 2 wt % TBNRs, and those with tungsten bronze nanoparticles, because of the alignment of the nanorods during tensile elongation. The photothermal and mechanical properties of these nanocomposites make them promising materials for various applications such as in fibers, foams, clothes with cold weather resistance, patches or mask-like films for efficient transdermal delivery upon heat generation, and photoresponsive surfaces for droplet transport by the thermocapillary effect in microfluidic devices and microengines.