Different types of ferrite core-shell structures, namely CoFe2O4@CoFe2O4, CoFe2O4@Fe3O4, CoFe2O4@MnFe2O4, and CoFe2O4@MnFe2O4@ZnFe2O4, were prepared by the seed-mediated approach. We show that this synthetic methodology offers great and important flexibility in the engineering of multi-shell ferrite nanoparticles which can be further used in various advanced applications. This impressive tool can be used for particle size tuning of homo- and heterostructures through convenient control of the concentration of metal acetylacetonates without the necessity of changing synthetic parameters, i.e., temperature, time, and solvent. The contactless conversion of laser light within Ist (808 nm) and IInd (1122 nm) biological optical windows was studied on the fabricated ferrite core-shell materials which showed promising heating effects that can be a basis of their practical exploitation in the biomedical field.