The extremely small size of micro-/nanomaterials limits the application of conventional thermal measurement methods using a contact heating source or probing sensor. Therefore, non-contact thermal measurement methods are preferable in micro-/nanoscale thermal characterization. In this review, one of the non-contact thermal measurement methods, photothermal (PT) technique based on thermal radiation, is introduced. When subjected to laser heating with controllable modulation frequencies, surface thermal radiation carries fruitful information for thermal property determination. As thermal properties are closely related to the internal structure of materials, for micro-/nanomaterials, PT technique can measure not only thermal properties but also features in the micro-/nanostructure. Practical applications of PT technique in the thermal measurement of micro-/nanomaterials are then reviewed, including special wall-structure investigation in multiwall carbon nanotubes, porosity determination in nanomaterial assemblies, and the observation of amorphous/crystalline structure transformation in proteins in heat treatment. Furthermore, the limitations and future application extensions are discussed.