Recent advances in nanomedicine make it auspicious for cancer diagnosis and treatment. A possible non-invasive photothermal therapy (PTT) for cancer treatment could be constructed by combining the nanomedicine and laser. PTT employs photothermal agents (PTAs) with high photothermal conversion efficacy for converting light into heat to selectively kill cancer cells under the help of lasers. Because of the unique Surface Plasmon Resonance (SPR) phenomenon and the tunable near-infrared (NIR) region absorption, noble metal nanoparticles like gold nanoparticles can be applied as a PTA for PTT. Gold nanoparticles (AuNPs) offer the enhanced absorption and scattering properties, the optical properties tunability, and specific tumor targeting capability, therefore, AuNPs based PTT turns to furthermore promising. However, drawbacks such as long retention time, cytotoxicity, and insufficient cancer cells targeting restrict the application of AuNPs as PTTs. This review overviews a systematic research of the PTT applications of various modified AuNPs in previous publications. With the advancement of chemical synthesis technology, AuNPs of various shapes and sizes can be synthesized with desired properties, which can achieve multimodal cancer treatment with enhanced anti-tumor effect. In this review, we summarized the major features of five principal types of AuNPs: gold nanorods, gold nanoshells, gold nanospheres, gold nanocages, and gold nanostars with different size, discussed their advantages and disadvantages in PTT. We also detailed the surface modification of AuNPs which could be beneficial for the performance of AuNPs based PTT. In addition, depending on properties of AuNPs and lasers, the underlying mechanism of cell death triggered by NIR laser can be different, which also affect the anti-cancer effects and outcomes of PTT. However, controlling cell death through a desired cell death mechanism to achieve desired PTT outcome is still a challenge.