Organic dyes-based photothermal agents (OPTAs) have received increasing attention as alternative to inorganic materials due to their higher biocompatibility and extensive diversification. Maximizing nonradiative deexcitation channels is crucial to improve the photothermal conversion efficiency (PCE) of OPTAs. This is typically achieved through individual molecular design or collective enhancement using supramolecular strategies. Furthermore, photothermal therapy (PTT) generally relies on linear one-photon absorption of the light source by the OPTA, with less consideration given to nonlinear two-photon absorption (2PA) strategies, despite their potential benefits. Here, a synergistic strategy, which combines intramolecular and intermolecular quenching, is employed to maximize the photothermal efficiency of diphenylamino-substituted distyryl dicyanobenzene (DSB), an outstanding two-photon-absorbing chromophore. One to three DSB units have been introduced on the conic p-tert-butyl-calix[4]arene (CX), serving as a preorganizing platform to allow aggregate formation and promote intramolecular quenching within the multichromophoric systems. Importantly, the multichromophoric molecules had very high two-photon absorption capabilities with cross sections (δ2PA) reaching maximal values of 3290 GM at 810 nm. Experimental data accompanied by large-scale molecular dynamics simulations and time-dependent density functional theory calculations shed light onto the interaction mechanism in those multiple DSB-appended CX compounds to rationalize their optical properties. Then, the formulation with Pluronic F127 amphiphile yields water-dispersible nanoprecipitates (Nps), in which the PCE is further maximized and the photobleaching is reduced due to the combination of intra- and intermolecular quenching. The high two-photon absorption in the near-infrared (NIR) window associated with the high PCE of these nanosized OPTAs could serve as a basis to future in vivo 2P-PTT applications.