Studying the local solvent surrounding nanoparticles is important to understanding the energy exchange dynamics between the particles and their environment, and there is a need for spectroscopic methods that can dynamically probe the solvent region that is in nearby contact with the nanoparticles. In this work, we demonstrate the use of time-resolved infrared spectroscopy to track changes in a vibrational mode of local water on the time scale of hundreds of picoseconds, revealing the dynamics of heat transfer from gold nanorods to the local water environment. We applied this probe to a prototypical plasmonic photothermal system consisting of organic CTAB bilayer capped gold nanorods, as well as gold nanorods coated with varying thicknesses of inorganic mesoporous-silica. The heat transfer time constant of CTAB capped gold nanorods is about 350 ps and becomes faster with higher laser excitation power, eventually generating bubbles due to superheating in the local solvent. Silica coating of the nanorods slows down the heat transfer and suppresses the formation of superheated bubbles.