To track nanocarriers, many researches adopt nanocarriers labeled with radiotracers or encapsulating near-infrared fluorescence (NIRF) dye. In this study, novel amphiphilic copolymers, methoxy poly(ethylene glycol) (mPEG)-cyanine-poly(ε-caprolactone) (PCL) (mPEG-Cy-PCL) are synthesized. mPEG-Cy-PCL are capable of performing NIRF imaging, photothermal therapy (PTT) on cancer cells and self-assembly nanocarriers. Cy-based micelles can encapsulate doxorubicin (Doxo@Cy-micelle) and achieve NIRF image-guided drug delivery. Doxo@Cy-micelles are nanosized micelles enhancing the accumulation of Doxo in tumor sites and decreasing side effects. Doxo@Cy-micelles exhibit an excellent PTT and synergistic chemotherapy of cancer via laser-triggered release of Doxo from micelles, eventually resulting in decreased cancer recurrence rates. The results show that Cy-based micelles are excellent nanocarriers for NIRF imaging and synergistic photothermal-chemotherapy of cancer.