Thermophoretic micro/nanomotors (MNMs) generate self-propulsion without a chemical reaction. Intrinsically, this promises excellent biocompatibility and is thus suitable for biomedical applications. However, their propulsion efficiency is severely limited due to the poor understanding of the thermophoretic process, which dominates the conversion from thermal energy into mechanical movement. We here developed a series of self-thermophoresis light-powered MNMs with variable surface coatings and discovered obvious self-thermophoresis propulsion enhancement of the polymeric layer. An intrinsically negative self-thermophoretic movement is also observed for the first time in the MNM system. We propose that enthalpic contributions from polymer-solvent interactions should play a fundamental role in the self-thermophoretic MNMs. Quantitative microcalorimetry and molecular dynamics simulations are performed to support our hypothesis. The polymer solvation enthalpy and coating thickness influences on self-thermophoresis are investigated, further highlighting the essential enthalpy contributions to thermophoresis. Our work indicates that surface grafting would be important in designing high-efficiency thermally driven nanorobotic systems for biomedical applications.