Gold nano-drug delivery system-mediated photothermal therapy (PTT) has been widely studied in the field of anti-tumor. In order to achieve accurate drug release and improve photothermal efficiency, nano-drug delivery strategies targeting tumor microenvironment (TME) have become a hot research topic in recent years. This paper introduces four characteristics of the TME: hypoxia, low pH, high level of reactive oxygen species (ROS), and overexpression of enzymes. These differences between tumor and normal tissue become effective targets for tumor therapy. This paper summarizes the gold nano-drug delivery system that can target these four characteristics, so as to realize a large amount of drug aggregation at the tumor site and achieve efficient photothermal therapy. Moreover, the multi-response nano-drug delivery system can further control drug delivery and improve therapeutic effects. Finally, this paper also summarizes the gold nanoparticles for tumor therapy that have entered clinical trials so far. The purpose of this review is to discuss the research progress of enhanced photothermal therapy with gold nano-drug delivery systems targeting the TME, with a view to providing a reference for the future development of novel anti-tumor nanoplatforms and the clinical translation of gold nanoparticles.