A novel photo‐responsive drug carrier that doubles as a photothermal agent with a nanocookie‐like structure is constructed by coating amorphous carbon on a mesoporous silica support self‐assembled on a sheet of reduced graphene oxide. With a large payload (0.88 mmolg−1) of a hydrophobic anticancer drug, (S)‐(+)‐camptothecin (CPT), nanocookies simultaneously provide a burst‐like drug release and intense heat upon near‐infrared exposure. Being biocompatible yet with a high efficiency for cell uptake, nanocookies have successfully eradicated subcutaneous tumors in 14 days following a single 5 min NIR irradiation without distal damage. These results demonstrate that the nanocookie is an excellent new delivery platform for local, on‐demand, NIR‐responsive, combined chemotherapy/hyperthermia for tumor treatment and other biomedical applications.