To accelerate the pace in the field of photothermal therapy (PTT), it is urged to develop easily accessible photothermal agents (PTAs) showing high photothermal conversion efficiency (PCE). As a proof‐of‐concept, hereby a conventional strategy is presented to prepare donor–acceptor (D–A) structured PTAs through cycloaddition‐retroelectrocyclization (CA–RE) reaction, and the resultant PTAs give high PCE upon near‐infrared (NIR) irradiation. By joint experimental‐theoretical study, these PTAs exhibit prominent D–A structure with strong intramolecular charge transfer (ICT) characteristics and significantly twisting between D and A units which account for the high PCEs. Among them, the DMA‐TCNQ exhibits the strongest absorption in NIR range as well as the highest PCE of 91.3% upon irradiation by 760‐nm LED lamp (1.2 W cm−2). In vitro and in vivo experimental results revealed that DMA‐TCNQ exhibits low dark toxicity and high phototoxicity after IR irradiation along with nude mice tumor inhibition up to 81.0% through intravenous therapy. The findings demonstrate CA–RE reaction as a convenient approach to obtain twisted D–A structured PTAs for effective PTT and probably promote the progress of cancer therapies.