Due to aspect ratio dependent localized surface plasmon resonance (SPR), gold nanorods (Au NRs) can be tuned to have a strong absorption in the near infrared region (NIR) and convert light to heat energy, which shows promises in cancer photothermal therapy. In this study, we introduced another more efficient NIR photothermal agent, Au nanorods coated with a shell of Pt nanodots (Au@Pt nanostructures). After surface modification with Pt dots, the Au@Pt nanostructure became a more efficient photothermal therapy agent as verified both in vitro and in vivo. To clarify the mechanism, we assessed the interaction between the MDA-MB-231 cells with Au@Pt or Au NRs. Results showed that the slightly higher uptake and the reduced sensitivity of the longitudinal SPR band on the intracellular aggregate state may contribute to the better photothermal efficiency for Au@Pt NRs. The theoretical studies further confirmed that the Au@Pt nanostructure itself exhibited better photothermal efficiency compared to Au NRs. These advantages make the Au@Pt nanostructure a more attractive and effective agent for cancer photothermal therapy than general Au NRs.