Organic small-molecule-based photothermal agents such as cyanine dyes have received increasing attention in developing novel cancer therapies with potential clinical utility but suffer from poor stability, low photothermal efficiency, and limited accumulation at tumor sites in molecular forms. Self-assembly of small-molecule dyes into supramolecular assemblies may address these concerns by controlling the molecular organization of dye monomers to form structures of a higher order. Among them, H-aggregates of dyes favor face-to-face contacts with strongly overlapping areas, which always have a negative connotation to exhibit low or no fluorescence in most cases but may emanate energy in nonradiative forms such as heat for photothermal cancer therapy applications. Here, the synergistic self-assembly of cyanine dyes into H-aggregates is developed as a new supramolecular strategy to fabricate small-molecule-based photothermal nanomaterials. Compared to the free cyanine dyes, the H-aggregates assembled from pyrene or tetraphenylethene (TPE) conjugating cyanine exhibit the expected absorption spectral blue shift and fluorescence self-quenching but unique photothermal properties. Remarkably, the obtained H-aggregates are saucer-shaped nanoparticles that exhibit passive tumor-targeting properties to induce imaging-guided photothermal tumor ablation under irradiation. This supramolecular strategy presented herein may open up new opportunities for constructing next-generation small-molecule-based self-assembly nanomaterials for PTT cancer therapy in clinics.