Conjugated polymers display useful thermo-optical properties of high relevance to biomedical applications, which are not only dependent on their intrinsic chemical composition but also related to their physical conformation and manufacturing protocol. In this work, we report that the thermo-optical properties of poly[2,6-(4,4-bis(2-ethylhexyl)-4H-cyclopenta[2,1-b;3,4-b′]dithiophene)-alt-4,7(2,1,3-benzothiadiazole)] (PCPDTBT) encapsulated within poly(ethylene glycol) methyl ether-block-poly(lactide-co-glycolide) (PEG-PLGA) can be tuned by production conditions, generating conjugated polymer nanoparticles (CPNs) with customized applications. Thermal lens spectroscopy (TLS) was used to characterize the CPN light-to-heat conversion efficiency as it provides an absolute measurement of heat generation. Although preparation by traditional bulk production led to a high product yield, the CPNs were characterized by similar sizes and thermo-optical properties, irrespective of the molecular weight of amphiphilic PEG–PLGA. In contrast, a microfluidics production method generated CPNs with variable product yields and sizes and thermo-optical properties that are affected by both the molecular weight of PEG–PLGA and the production settings. Given the growing interest in biomedical applications of CPNs, our work provides useful results on microfluidic production of CPNs and of TLS for the screening of candidates with desirable characteristics.