Currently, air pollution is being exacerbated by rapid social, economic, and industrial development. Major air pollutants include volatile organic compounds (VOCs) and CO. Photocatalytic and thermocatalytic technology can be used to convert VOCs and CO into harmless gases effectively. Recently, photothermal synergistic catalysis has aroused much attention because of its higher performance than those of individual photocatalytic and thermocatalytic processes. There have been many reviews on separate photocatalysts and thermocatalysts for the treatment of VOCs and CO, but few reviews have focused on photothermal synergistic catalysis. In this minireview, we concentrate on recent progress into photothermal synergistic catalysis for the efficient removal of VOCs and CO. The treatment of typical VOCs (such as benzene, toluene, ethanol, formaldehyde, acetone, propylene, and propane) and CO are summarized and analyzed. Furthermore, we discuss the use of conventional reactor technology, such as fixed-bed quartz reactors, for VOCs and CO removal. We also discuss the mechanism of the photothermal synergistic catalytic removal of VOCs and CO. Finally, we present perspectives for the photothermal synergistic catalytic removal of VOCs and CO. This review summarizes the design and fabrication of nanomaterials and their recent progresses with the photothermal synergistic catalysis for efficient removal of VOCs and CO. Furthermore, the typical reactor and mechanism are also analyzed.