Commonly, nanosystems are characterized by their response to time-dependent external fields in the presence of inevitable environmental fluctuations. The direct impact of the external driving on the environment is generally neglected. While this approach is satisfactory for macroscopic systems, on the nanoscale, an interaction of external fields with the environment is often unavoidable on principle. We extend the standard linear response theory of quantum dissipative systems to strongly driven baths. Significant modifications are found for two paradigm examples. First, we evaluate the polarizability of a molecule immersed in a strongly polarizable medium that responds to terahertz radiation. We find an increase of the molecular polarizability by about 30%. Second, we determine the response of a semiconductor quantum dot in close proximity to a metallic nanoparticle. Both are placed in a polarizable medium and exposed to electromagnetic irradiation. We show that the response of the quantum dot is qualitatively modified by the driven nanoparticle, including the generation of an additional channel of stimulated emission.