Copper oxide nanoparticles (CuO-NPs) have the potential of serving as an anticancer theranostic agent with photothermal capabilities. In order to control their toxicity and release, the CuO NPs were encapsulated within polymeric nanospheres composed of poly(lactic-co-glycolic acid) (PLGA) core and polydopamine (PDA)/polyethylene glycol (PEG) shell. After the characterization of synthesized nanospheres, their photothermal response to different near-infrared laser sources (808 nm, 940 nm and 1064 nm) was assessed in terms of the measured temperature. Arrays of sub-millimetric fiber Bragg grating sensors were employed to achieve an optimal spatial resolution for resolving the temperature increase in samples embedding the nanospheres. The results have shown that the designed structure of CuO@PLGA/PDA/PEG nanospheres substantially augments the temperature elevation. A maximum of 30 °C temperature increase, in comparison with the control solution, was achieved for the 808 nm laser source. These results indicate that the designed structure of CuO@PLGA/PDA/PEG nanospheres is suitable for further applications towards chemo-photothermal therapy combined with diagnostic imaging for the treatment of cancer.