Lenvatinib serves as a crucial therapeutic agent for hepatocellular carcinoma; however, its clinical application is severely restricted by poor aqueous solubility, suboptimal bioavailability, and systemic adverse effects. To overcome these limitations, we developed a novel gold–polyphenol-based self-assembled nanoplatform (ALE) via a green, one-pot synthesis strategy integrating epigallocatechin-3-gallate (EGCG), lenvatinib, and gold ions. The resulting ALE nanoparticles exhibited uniform morphology, excellent physiological stability, and an exceptional photothermal conversion efficiency (PCE) of 51.2% under 808 nm laser irradiation. In vitro studies demonstrated that ALE-mediated photothermal therapy (PTT) significantly inhibited tumor cell proliferation by inducing apoptosis through the upregulation of heat shock proteins (HSP70/90) and caspase-3 activation. Notably, the treatment also triggered a potent pro-inflammatory response, evidenced by the increased secretion of TNF-α, IL-6, and TGF-β. In vivo, ALE served as an effective contrast agent for photoacoustic (PA) imaging, enabling precise tumor delineation. Furthermore, ALE-mediated PTT effectively alleviated tumor hypoxia and achieved complete tumor suppression in an H22 liver cancer xenograft model without causing systemic toxicity or organ damage. This study presents a robust, safe, and multifunctional nanoplatform that enhances the therapeutic efficacy of lenvatinib through synergistic photothermal ablation and tumor microenvironment modulation.