We report on photo-thermal effects observed in gold nanoparticles (GNPs) dispersed in Nematic Liquid Crystals (NLCs). Under a suitable optical radiation, GNPs exhibit a strong light absorption/scattering; the effect depends on the refractive index of the medium surrounding the nanoparticles, which can be electrically or optically tuned. In this way, the system represents an ideal nano-source of heat, remotely controllable by light to adjust the temperature at the nanoscale. Photo-induced temperature variations in GNPs dispersed in NLCs have been investigated by implementing a theoretical model based on the thermal heating equation applied to an anisotropic medium; theoretical predictions have been compared with results of experiments carried out in a NLC medium hosting GNPs. Both theory and experiments represent a step forward to understand the physics of heat production at the nanoscale, with applications that range from photonics to nanomedicine.