Solar thermal techniques provide a promising method for the direct conversion of solar energy to thermal energy for applications, such as water desalination. To effectively realize the optimal potential of solar thermal conversion, it is desirable to construct an assembly with localized heating. Specifically, photoactive semiconducting nanoparticles, when utilized as independent light absorbers, have successfully demonstrated the ability to increase solar vapor efficiency. Additionally, bio-based fibers have shown low thermal conductive photocorrosion. In this work, cellulose acetate (CA) fibers were loaded with cadmium selenide (CdSe) nanoparticles to be employed for solar thermal conversion and then subsequently evaluated for both their resulting morphology and conversion potential and efficiency. Electrospinning was employed to fabricate the CdSe-loaded CA fibers by adjusting the CA/CdSe ratio for increased solar conversion efficiency. The microstructural and chemical composition of the CdSe-loaded CA fibers were characterized. Additionally, the optical sunlight absorption performance was evaluated, and it was demonstrated that the CdSe nanoparticles-loaded CA fibers have the potential to significantly improve solar energy absorption. The photothermal conversion under 1 sun (100 mW/cm2) demonstrated that the CdSe nanoparticles could increase the temperature up to 43 °C. The CdSe-loaded CA fibers were shown as a feasible and promising hybrid material for achieving efficient solar thermal conversion.