Thermal photons serve as valuable probes of the hot and dense medium produced in heavy-ion collisions. The effective thermal photon temperature measured at RHIC and LHC energies far exceeds the temperature predicted for the phase transition into the deconfined state of quarks and gluons, known as quark-gluon plasma. Direct photon measurements in heavy-ion collisions at the future NICA collider may help to estimate the effective temperature of the produced medium and trace the transition from the quark-gluon plasma to the hadron gas state at lower energies. Measurements of neutral meson spectra and extraction of the corresponding decay photon distributions is essential for direct photon studies. In this contribution, we present feasibility studies on the neutral meson and thermal photon measurements in Au–Au collisions using the photon conversion method in the MPD experiment at NICA.