Mild thermal stimulation in vivo could induce osteogenic differentiation of bone marrow mesenchymal stem cells (BMSCs). In this study, nano-functionalized photothermal extracellular matrix (ECM) nanocomposite films were obtained through adding graphene during cell culture, so that graphene could directly integrate with the ECM secreted by cells. Owing to the similarity of the ECM to the in vivo microenvironment and the apparent photothermal effect of graphene nanoflakes, heat could be generated and transferred at the material-cell interface in a biomimetic way. It was demonstrated that such nanocomposite films achieved an interface temperature rise with light illumination. This could be easily sensed by BMSCs through the ECM. According to alkaline phosphatase, osteogenic related gene expression, mineral deposition, and upregulated expression of heat shock protein (HSP70) and p-ERK, composite films with proper illumination significantly promoted the differentiation of BMSCs into osteoblasts. This work endeavors to study the thermal regulation of BMSC differentiation and provide a new perspective on biocompatible osteo-implant materials which can be remotely controlled.