We present a general unified theoretical analysis of the role of scattering in photothermal spectroscopy, e.g., photoacoustic and photothermal deflection. We show that while the photothermal signal is significantly affected in the case of highly scattering media, it is independent of scattering for optically thin samples. Numerical estimates of the scattering contribution and comparison with experimental results are given. We also elucidate the relationship between photothermal and diffuse reflectance spectroscopies.