Photothermal therapy (PTT), a powerful tool for non-invasive cancer treatment, has been recognized as an alternative strategy for cancer therapy in the clinic, and it is promoted by optical absorbing agents (photothermal agents) that can intensively convert near-infrared (NIR) light into thermal energy for cancer ablation. Conjugated polymer nanoparticles (CPNs) have recently attracted extensive attention owing to their excellent photothermal properties. However, the absorption of typical CPNs is mostly located in the traditional near-infrared region (NIR-I, 700-900 nm), which suffers from low tissue penetration, so the penetration depth is still limited and severely restricts their further applications. Compared with the NIR-I light, the second near-infrared window light (NIR-II, 1000-1700 nm) could efficiently enhance the tissue penetration depth, however, CPNs which absorb NIR-II region light are still especially limited and need further exploration. Here, a thieno-isoindigo derivative-based Donor-Acceptor (D-A) polymer (BTPBFDTS), which exhibited excellent absorption characteristics from the NIR-I to NIR-II window, was prepared. After formation of nanoparticles and surface functionalization, the prepared nanoparticles (NPsBTPBFDTS@HA NPs) exhibited obvious targeting ability, high photothermal conversion efficiency and photoacoustic imaging effects under 1064 nm irradiation. Both in vitro and in vivo studies demonstrate that our obtained NPsBTPBFDTS@HA nanoparticles possess excellent PTT efficacy including extremely high cancer cell killing ability and admirable tumor elimination efficiency. Hence, this work developed a promising photothermal conversion agent based on CPNs for cancer ablation.