The exploration of new physical and chemical properties of materials and their innovative application in different fields are of great importance to advance analytical chemistry, material science, and other important fields. Herein, we, for the first time, discovered the photothermal effect of an iron oxide nanoparticles (NPs)-mediated TMB (3,3',5,5'-tetramethylbenzidine)-H2O2 colorimetric system, and applied it toward the development of a new NP-mediated photothermal immunoassay platform for visual quantitative biomolecule detection using a thermometer as the signal reader. Using a sandwich-type proof-of-concept immunoassay, we found that the charge transfer complex of the iron oxide NPs-mediated one-electron oxidation product of TMB (oxidized TMB) exhibited not only color changes, but also a strong near-infrared (NIR) laser-driven photothermal effect. Hence, oxidized TMB was explored as a new sensitive photothermal probe to convert the immunoassay signal into heat through the near-infrared laser-driven photothermal effect, enabling simple photothermal immunoassay using a thermometer. Based on the new iron oxide NPs-mediated TMB-H2O2 photothermal immunoassay platform, prostate-specific antigen (PSA) as a model biomarker can be detected at a concentration as low as 1.0 ng·mL-1 in normal human serum. The discovered photothermal effect of the colorimetric system and the developed new photothermal immunoassay platform open up a new horizon for affordable detection of disease biomarkers and have great potential for other important material and biomedical applications of interest.