The last few years have seen a growing interest in the ability of metallic nanoparticles (MNPs) to control temperature at the nanoscale. Under a suitable optical radiation, MNPs feature an enhanced light absorption/scattering, thus turning into an ideal nano-source of heat, remotely controllable by means of light. In this framework, we report our recent efforts on modeling and characterizing the photo-thermal effects observed in gold nanoparticles (GNPs) dispersed in thermotropic Liquid Crystals (LCs). Photo-induced temperature variations in GNPs dispersed in Nematic LCs (NLCs) have been studied by implementing an ad hoc theoretical model based on the thermal heating equation applied to an anisotropic medium. Theoretical predictions have been verified by performing photo-heating experiments on a sample containing a small percentage of GNPs dispersed in NLCs. Both theory and experiments represent an important achievement in understanding the physics of heat transfer at the nanoscale, with applications ranging from photonics to nanomedicine.