Engineering photothermal materials that exhibit strong absorption in the NIR-II region along with a high photothermal conversion efficiency (PCE) remains appealing yet rather challenging for photothermal bioassay applications. Herein, we report the rational design and synthesis of π-d conjugated coordination nanoparticles with intense and distinctive NIR-II absorption, enabling photothermal detection of alkaline phosphatase (ALP) under 1064 nm laser excitation. Through systematic investigation, the reaction system involving CuNi-BTC and 4,5-dimethyl-1,2-phenylenediamine (DMPD) was screened out, in which competitive coordination, catalytic oxidation, and in situ self-assembly process were generated to produce Ni(DMPDISQ)2 nanoparticles. Benefiting from the π-d conjugated electronic structure and efficient charge transfer capability, Ni(DMPDISQ)2 nanoparticles possess strong NIR-II absorption and a high PCE of 42.7% upon 1064 nm laser irradiation. By exploiting pyrophosphate (ppi, a substrate of ALP) to modulate the formation of Ni(DMPDISQ)2 nanoparticles through blocking Cu2+ sites on CuNi-BTC, a quantifiable NIR-II photothermal signal for ALP detection was generated. The proposed photothermal method achieves a low detection limit (0.44 mU mL-1), excellent selectivity, and satisfactory accuracy (recoveries of 94.7-104.2%) in human samples. This study not only reports a class of π-d conjugated coordination nanoparticles as high-performance NIR-II photothermal transducers but also provides a versatile and sensitive platform for detecting biomarkers, opening avenues for advanced NIR-II photothermal bioassays.