Organic small-molecule photothermal materials have shown great potential in the field of tumor photothermal therapy due to their excellent biocompatibility and tunable photophysical properties. Among them, boron difluoride dipyrromethene (BODIPY) dyes have been established as a multifunctional molecular scaffold for developing high-performance near-infrared (NIR) photothermal conversion agents, owing to their excellent photophysical characteristics, easily modifiable chemical structures, and favorable biocompatibility. This article reviews the design strategies of BODIPY derivatives with NIR absorption characteristics and the latest research progress on their application in photothermal therapy (PTT). Initially, the design principles of constructing high-performance BODIPY-based photothermal agents (PTAs) through strategies such as conjugation extension, intramolecular charge transfer regulation, optimization of aggregation states, and nanoassembly are systematically described. Subsequently, the current application status of BODIPY-based PTAs in mono-modal PTT, synergistic photothermal/photodynamic therapy (PTT/PDT), and combined therapy with chemotherapy and immunotherapy is summarized. Finally, the current challenges of BODIPY-based near-infrared photothermal materials are analyzed, and their future development trends are summarized and prospected.