With the rapid progress of nanotechnology, near-infrared (NIR), light-assisted phototherapy as a minimally invasive local cancer therapy, especially photothermal therapy (PTT), has captured broad research attention in recent years. However, combined target molecules with a PTT system through reversible supramolecular interactions has been reported rarely. In this work, we constructed a supramolecular nanosystem combining ATP capture and target PTT based on cationic pillar[5]arene (CWP5)-functionalized Cu2-xSe nanoparticles (Cu2-xSe@CWP5 NPs). Cu2-xSe@CWP5 NPs, with an average diameter of approximately 100 nm and strong absorption in the near-infrared-II window, were prepared in water through a facile one-step in situ synthesis method, then (4-carboxybutyl)triphenylphosphonium bromide (TPP), a mitochondria-targeted molecule, was modified on the surface of the particles through the host-guest recognition. Upon irradiation with a 1064 nm laser, the obtained Cu2-xSe@CWP5/TPP NPs showed remarkably photothermal ablation capability to HeLa cells. Importantly, our Cu2-xSe@CWP5/TPP NPs exhibited excellent therapeutic effect due to the combination of inhibited hydrolysis of ATP and targeted photothermal therapy upon in vitro and in vivo studies. Significantly, through host-guest interactions, we can modify different types of target molecules within this PTT system at will.