Silica-coated gold nanorods (AuNRs) exhibit significantly enhanced photothermal effects and photoacoustic (PA) signal intensities, which is beneficial for various nanophotonic applications in materials science. However, the silica shell thickness for optimum enhancement is not fully understood and is even controversial depending on the physical state of the silica shell. This is because of the lack of systematic investigations of the nanoscale silica shell thickness and the photothermal effect. This study provides a robust synthetic method to control the silica shell thickness at the nanoscale and the physical state-dependent heat diffusion property. The selected base and solvent system enabled the production of silica-coated AuNRs (AuNR@SiO2) with silica shell thicknesses of 5, 10, 15, 20, 25, 30, 35, and 40 nm. AuNRs with a 20 nm silica shell showed the highest photothermal effect with a 1.45-times higher photothermal efficiency than that of AuNRs without a silica shell. The low density of the silica shell on the AuNRs showed a low photothermal effect and photostability. It was found that the disruption of cetyltrimethyl ammonium bromide (CTAB) layers on the AuNRs was responsible for the low photostability of the AuNRs. The simulation study for the heat diffusion property showed facilitated heat diffusion in the presence of a 20 nm silica shell. In a cell-based study, AuNRs with a 20 nm silica shell showed the most sensitive photothermal effect for cell death. The results of this robust study can provide conclusive conditions for the optimal silica shell thickness to obtain the highest photothermal effect, which will be useful for the future design of nanomaterials in various fields of application.