The photothermal effect of the metallic nanostructures has been extensively employed in diverse aspects. The understanding of the thermal relaxation is essential for the operation and application limitations. In this article, we will briefly introduce the photothermal phenomena of the gold nanostructures and the spectroscopic approaches to investigate the thermalization processes. The femtosecond and picosecond resolved spectroscopic techniques have been employed to unravel the processes of the electron heating and electron-phonon scattering. Recently, my group developed the non-contact approaches, including the time-resolved step-scan Fourier-transform infrared emission spectroscopy, confocal tryptophan fluorescent thermometry, and infrared thermography upon analysis using point heat source, to probe the thermalization of the hot nanostructures with the surroundings. By means of miscellaneous spectroscopic techniques, the photothermal effects of the nanostructures could be well characterized.