Oxidative stress represents a common issue in most neurological diseases, causing severe impairments of neuronal cell physiological activity that ultimately lead to neuron loss of function and cellular death. In this work, lipid-coated polydopamine nanoparticles (L-PDNPs) are proposed both as antioxidant and neuroprotective agents, and as a photothermal conversion platform able to stimulate neuronal activity. L-PDNPs showed the ability to counteract reactive oxygen species (ROS) accumulation in differentiated SH-SY5Y, prevented mitochondrial ROS-induced dysfunctions and stimulated neurite outgrowth. Moreover, for the first time in the literature, the photothermal conversion capacity of L-PDNPs was used to increase the intracellular temperature of neuron-like cells through near-infrared (NIR) laser stimulation, and this phenomenon was thoroughly investigated using a fluorescent temperature-sensitive dye and modeled from a mathematical point of view. It was also demonstrated that the increment in temperature caused by the NIR stimulation of L-PDNPs was able to produce a Ca2+ influx in differentiated SH-SY5Y, being, to the best of our knowledge, the first example of organic nanostructures used in such an approach. This work could pave the way to new and exciting applications of polydopamine-based and of other NIR-responsive antioxidant nanomaterials in neuronal research.