Vesicular photothermal therapy agents (PTAs) are highly desirable in photothermal therapy (PTT) for their excellent light-harvesting ability and versatile hollow compartments. However, up to now, the reported vesicular PTAs are generally self-assembled from small molecules like liposomes, and polymer vesicles have seldom been used as PTAs due to the unsatisfactory photothermal conversion efficiency resulting from the irregular packing of chromophores in the vesicle membranes. Here we report a nano-sized polymer vesicle from hyperbranched polyporphyrins with favorable photothermal stability and extraordinarily high photothermal efficiency (44.1%), showing great potential in imaging-guided PTT for tumors through in vitro and in vivo experiments. These excellent properties are attributed to the in situ supramolecular polymerization of porphyrin units inside the vesicle membrane into well-organized 1D monofilaments driven by π-π stacking. We believe the supramolecular polymerization-enhanced self-assembly process reported here will shed a new light on the design of supramolecular materials with new structures and functions.