Gold nanorods (AuNRs) have attracted tremendous interest in biomedical fields due to their unique optical properties, tunable surface plasmon, and excellent biocompatibility. Their biomedical applications are mainly influenced by near-infrared (NIR) light, which can guarantee deep penetration into human tissues with minimal loss. However, traditional single AuNRs are unable to carry medicine into the lesion regions. Furthermore, it is difficult for AuNR nanoparticles to be implemented in multimodal imaging-guided synergetic therapy, which has limited the application of AuNRs in the field of theranostics. In recent years, researchers have made great strides in modifying gold nanorods into nanomaterials for the integration of diagnosis and treatment. After modifying different functionalized shells on the outsides of AuNRs, heterostructure AuNRs known as anisotropic gold nanorod (AAuNR) nanoparticles possessed bioimaging and cancer therapy abilities, as well as a variety of other amazing biomedical applications. In addition, AAuNR nanoparticles can combine biomedical imaging and therapy into one system to achieve multimodal bioimaging guided synergetic therapy. In this study, we presented a current review of the latest progress of different types of AAuNRs nanoparticles and their biomedical applications. Furthermore, the challenges and future development trends of AAuNR nanoparticles in the biomedical fields are discussed.