The Cu_2–xSe nanoparticles were synthesized by high temperature pyrolysis, modified with aminated polyethylene glycol in aqueous solution and loaded with compound 2,2′–azobis[2–(2–imidazolin–2–yl)propane] dihydrochloride (AIPH). The obtained nanomaterials can induce photothermal effect and use heat to promote the generation of toxic AIPH radicals under the irradiation of near-infrared laser (808 nm), which can effectively kill cancer cells. A series of in vitro experiments can preliminarily prove that Cu_2–xSe–AIPH nanomaterials have strong photothermal conversion ability, good biocompatibility and anticancer properties.