Widespread application of controlled-release pesticide delivery systems is a feasible and effective method to improve the utilization efficiency of pesticides. However, owing to the high cost and complicated preparation technologies of controlled-release pesticide delivery systems, their applications in agricultural production have been seriously hindered. This study aimed to construct inexpensive photothermally controlled-release pesticide delivery systems using chitosan (CS) and sodium lignosulfonate (LS) as the wall materials, and a coordination assembly strategy of LS with transition metal ions to encapsulate a model pesticide, avermectin (AVM). The resulting complex or nanoparticle photothermal layers in these systems effectively achieved photothermal conversions, and replaced the use of common photothermal agents. In the prepared pesticide-delivery systems, two systems had remarkable photothermal conversion performance and photothermal stabilities with a photothermal conversion efficiency (η) of 24.03% and 28.82%, respectively, under 808 nm, 2 W near-infrared irradiation. The slow-release and ultraviolet-shielding performance of these two systems were markedly enhanced compared with other formulations. The insecticidal activities of these two systems against Plutella xylostella under irradiation with light-emitting diode (LED)-simulated sunlight were also enhanced by 5.20- and 5.06-fold, respectively, compared with that without irradiation of LED-simulated sunlight. Because of their convenient preparations, inexpensive and renewable raw materials, and excellent photothermally controlled-release performance, these on-demand pesticide delivery systems might have significant potential in improving the utilization efficiency of pesticides in modern agriculture. © 2024 Society of Chemical Industry.