Photothermal therapy (PTT) is limited by unsuitable photothermal agents and near-infrared (NIR) light. Herein, self-assembled PEGylated WO3-x hierarchical nanostructures, which could serve as excellent laser-cavity mirrors, were successfully prepared via a simple one-pot solvothermal route. The as-prepared WO3-x hierarchical nanostructures displayed strong near-infrared absorption. The absorption of pure water at 980 nm is 30 times higher than that at 915 nm, and the temperature of water only increased by 3.4 °C under the irradiation of a 915 nm laser with a power density of 1.0 W cm(-2) for 10 min, while the temperature of water increased as much as 15.1 °C for the 980 nm laser. With continuous excitation by 915 nm light, the photothermal conversion efficiency of these WO3-x hierarchical nanostructures was evaluated to be 28.1%. Thus, the WO3-x hierarchical nanostructures could serve as excellent laser-cavity mirrors of a 915 nm laser. The PTT study on cancer cells in vivo demonstrated that the WO3-x hierarchical nanostructures can generate enough heat for efficient photothermal therapy of cancer cells under the irradiation of a 915 nm laser with a power density of 1.2 W cm(-2) over a short period (5-10 min).