We present a numerical model allowing to determine the electron and lattice temperature dynamics in a gold nanoparticle under subpicosecond pulsed excitation, as well as that of the surrounding medium. For this, we have used the electron-phonon coupling equation in the particle with a source term linked with the laser pulse, and the ballistic-diffusive equations for heat conduction in the host medium. Our results show that the heat transfer rate from the particle to the matrix is significantly smaller than the prediction of Fourier's law. Consequently, the particle temperature rise is much larger and its cooling dynamics is much slower than that obtained using Fourier's law, which is attributed to the nonlocal and nonequilibrium heat conduction in the vicinity of the nanoparticle. These results are expected to be of great importance for interpreting pump-probe experiments performed on single nanoparticles or nanocomposite media.