Nowadays, one of the most exciting applications of nanotechnology in biomedicine is the development of localized, noninvasive therapies for diverse diseases, such as cancer. Among them, nanoparticle-based photothermal therapy (PTT), which destroys malignant cells by delivering heat upon optical excitation of nanoprobes injected into a living specimen, is emerging with great potential. Two main milestones that must be reached for PTT to become a viable clinical treatment are deep penetration of the triggering optical excitation and real-time accurate temperature monitoring of the ongoing therapy, which constitutes a critical factor to minimize collateral damage. In this work, a yet unexplored capability of near-infrared emitting semiconductor nanocrystals (quantum dots, QDs) is demonstrated. Temperature self-monitored QD-based PTT is presented for the first time using PbS/CdS/ZnS QDs emitting in the second biological window. These QDs are capable of acting, simultaneously, as photothermal agents (heaters) and high-resolution fluorescent thermal sensors, making it possible to achieve full control over the intratumoral temperature increment during PTT. The differences observed between intratumoral and surface temperatures in this comprehensive investigation, through different irradiation conditions, highlight the need for real-time control of the intratumoral temperature that allows for a dynamic adjustment of the treatment conditions in order to maximize the efficacy of the therapy.