Nanoparticles of refractory compounds represent a class of stable materials showing a great promise to support localized surface plasmon resonances (LSPRs) in both visible and near infrared (NIR) spectral regions. It is still challenging to rationally tune the LSPR band because of the difficulty to control the density of charge carriers in individual refractory nanoparticles and maintain the dispersity of nanoparticles in the processes of synthesis and applications. In this work, controlled chemical transformation of titanium dioxide (TiO₂) nanoparticles encapsulated with mesoporous silica (SiO₂) shells to titanium nitride (TiN) via nitridation reaction at elevated temperatures is developed to tune the density of free electrons in the resulting titanium-oxide-nitride (TiO_xN_y) nanoparticles. Such tunability enables a flexibility to support LSPR-based optical absorption in the synthesized TiO_xN_y@SiO₂ core-shell nanoparticles across both the visible and NIR regions. The silica shells play a crucial role in preventing the sintering of TiO_xN_y nanoparticles in the nitridation reaction and maintaining the stability of TiO_xN_y nanoparticles in applications. The LSPR-based broadband absorption of light in the TiO_xN_y@SiO₂ nanoparticles exhibits strong photothermal effect with photo-to-thermal conversion efficiency as high as ~ 76%.