Near-infrared (NIR) photothermal conversion is of great interest in many fields. Here, a self-assembly organic cocrystal (N,N,N′,N′-tetramethyl-p-phenylenediamine (TMPD) and pyromellitic dianhydride (PMDA)) with strong absorption in NIR range is constructed, with widespread absorption (200–1500 nm) and very high NIR photothermal conversion efficiency (87.2%). Essentially, in this cocrystal, a small HOMO–LUMO gap of donor–acceptor pair boosts the absorption ability of this cocrystal in the NIR range. The mixed stacking structure significantly enhances the intermolecular interactions as well as the electron–hole delocalization, suppressing the emission processes, leading to nonradiative decay processes from excited states. Strong intermolecular interactions enable the cocrystal to have dense electronic energy levels, leading to a high proportion (94.4%) vibrational cooling and internal conversion processes with ultrafast excited-state relaxation (0.12 ps), which contributes to high NIR photothermal conversion efficiency. Furthermore, the cocrystal has exhibited capable ability for being an excellent candidate for a NIR photothermal therapy agent.