The polymer PCL-MDI-SeSe-PU polyurethane was synthesized by the reaction of PCL, diisocyanate and a diselenide bond-containing chain extender, and a certain amount of diisocyanate-modified graphene oxide NCO-GO was doped into polyurethane to obtain the PCL-MDI-SeSe-PU/NCO-GO composite. Benefitting from the thermal stimulated dynamic properties of diselenide bond and the photothermal effects of NCO-GO, the composite exhibited efficient self-healing behaviors upon exposure to infrared irradiation. As a result, the polymer PCL-MDI-SeSe-PU has good self-healing properties with 95.4% self-healing efficiency at 80 °C for 3 h. After doping modified graphene oxide, the elongation at break of the polymer is greatly improved and reveals the excellent photothermal effect, the surface temperature can reach 148 °C and the maximum self-healing efficiency of 88.3% can be maintained under 60 s of infrared laser irradiation.