A biocompatible polymer-gold nanorod (P-AuNR) conjugate was developed as a thermo-chemotherapeutic nano-sized drug carrier for cancer therapy using near-infrared (NIR) light as an external trigger. The amphiphilic polymer, poly(ethylene glycol)-block-poly(caprolactone) (PEG-b-PCL) bearing a disulfide bond, was prepared using a facile synthetic route via copper(I)-free click chemistry and covalently linked to AuNR. The chemical structures and successful conjugation of PEG-b-PCL were analyzed using (1)H NMR and FT-IR. Doxorubicin (DOX), a hydrophobic anticancer drug, was effectively loaded into the hydrophobic PCL domain of P-AuNR through a simple dialysis method. P-AuNR showed longitudinal plasmon resonance absorption at the NIR region, thus generating heat under irradiation at 808 nm. Interestingly, exposure of P-AuNRs to NIR induced a structural change in the PCL block from a crystalline to an amorphous state, leading to the temporally controlled release of DOX. No significant release of DOX was observed from P-AuNRs under physiological conditions (pH 7.4), whereas the release rate of DOX was remarkably enhanced in response to NIR irradiation. In vitro cellular experiments to assess cytotoxicity and intracellular drug release behavior of DOX-P-AuNRs demonstrated that the release of DOX could be selectively regulated by NIR irradiation. Overall, DOX-P-AuNRs might have the potential to overcome the indiscriminate toxicity of free DOX.