Organic small-molecule near-infrared (NIR) phthalocyanine-based photothermal agents have shown great potential in tumor photothermal therapy. However, their poor water solubility and rapid in vivo metabolism pose significant challenges, severely affecting their pharmacokinetic properties and therapeutic efficacy. To overcome these limitations, nanomedicine provides an effective solution. In this study, zirconium ions (Zr⁴⁺) were used to coordinate with the carboxyl groups of the IR825 dye molecules, resulting in the successful self-assembly of Zr-IR825 nanoparticles with an average size of approximately 200 nm. These nanoparticles exhibit strong NIR light absorption and high photothermal conversion efficiency (35.7%), while maintaining excellent stability over multiple photothermal cycles, demonstrating their potential as durable photothermal agents. In vitro experiments show that Zr-IR825 nanoparticles can effectively kill mouse breast cancer cells under NIR laser irradiation, with negligible dark toxicity. Hemolysis tests further confirm their excellent blood compatibility (hemolysis rate < 5%), meeting biological safety requirements. This study not only developed an efficient Zr-IR825 photothermal nanoparticle but also provided valuable insights for constructing novel NIR phthalocyanine photothermal agents based on the metal-ligand self-assembly strategy. More importantly, compared to the traditional two-step loading method of “organic photothermal agents—nano carriers”, this work directly used the photothermal agent IR825 itself as the building unit, rather than as a loaded guest, coordinating with Zr⁴⁺ to form stable nanoparticles in one step, demonstrating a minimalist “integrated” material design.