The concept of the "supramolecular photothermal effects" refers to the collection property and photothermal conversion efficiency resulting from the supramolecular assembly of molecular photothermal sensitizers. This review considers organic supramolecular photothermal materials assembled at the nanoscale via various molecular self-assembly strategies and associated with the organization of multiple noncovalent interactions. In these materials, the individual photosensitizer molecules are typically aggregated through self-assembly in a certain form that exhibits enhanced biostability, increased photothermal conversion efficiency with photoluminescence quenching, and improved photothermal therapeutic effects in comparison with those of the monomeric photosensitizer molecules. These supramolecular photothermal effects are controlled or influenced by intermolecular noncovalent interactions, especially the hydrophobic effects, which are distinct from the mechanisms of conventional sensitizer molecules and polymers and inorganic photothermal agents. A focus lies on how self-assembly strategies give rise to supramolecular photothermal effects, including polymer and protein fabrication, small molecule self-assembly, and the construction of donor-acceptor binary systems. Emphases are placed on the rational design of supramolecular photothermal nanomaterials, drug delivery, and in vivo photothermal therapeutic effects. Finally, the key challenges and promising prospects of these supramolecular photothermal nanomaterials in terms of both technical advances and clinical translation are discussed.