The photothermal response of nanomaterials provides a basis for many biomedical applications, including diagnosis (e.g., biosensor and photoacoustic imaging) and treatment (e.g., drug delivery and photothermal therapy). The use of nano-materials for cancer phototherapy (solid tumor ablation) can cause cell necrosis and apoptosis. However, photothermal effects using the same material can differ among tumor cell types, and the molecular mechanisms underlying these differences are not clear. We used polydopamine (PDA)-coated branched Au-Ag nanoparticles (Au-Ag@PDA NPs) for the photothermal treatment of two prostate cancer cell lines. The therapeutic effect was evaluated by CCK8, flow cytometry, and expression analyses of related genes by western blotting. Photothermal therapy resulted in oxidative stress in prostate cancer cells and activated the mitochondrial-related apoptosis pathway, increasing the Bax expression. In addition, we observed a greater photothermal treatment effect on the androgen-dependent cells LNCaP than the androgen-independent cells DU145. Pretreatment with an inhibitor of the NF-κB signaling pathway (BAY 11-7082) enhanced the expression of BAX in the DU145 cells and increased the sensitivity of the cells to the heat treatment of Au-Ag@PDA NPs both in vitro and in vivo. Our findings explain the differences in the observed effects of photothermal therapy and provide the direction for further improvements to this strategy.