Theragnostic nanoparticles (NPs) contain diagnostic and therapeutic functions in one integrated system, enabling diagnosis, therapy, and monitoring of therapeutic response at the same time. For diagnostic function, theragnostic NPs require the inclusion of noninvasive imaging modalities. Among them, optical imaging has various advantages including sensitivity, real-time and convenient use, and non-ionization safety, which make it the leading technique for theragnostic NPs. For therapeutic function, theragnostic NPs have been applied to chemotherapy, photodynamic therapy, siRNA therapy and photothermal therapy. In this review, we present a recent progress reported in the development and applications of theragnostic NPs for cancer therapy. More specifically, we will focus on theragnostic NPs related with optical imaging, highlighting promising strategies based on optical imaging techniques.