Traditionally, the skin is considered as a protective barrier which acts as a highly impermeable region of the human body. But in recent times, it is recognized as a specialized organ that aids in the delivery of a wide range of drug molecules into the skin (intradermal drug delivery) and across the skin into systemic circulation (transdermal drug delivery, TDD). The bioavailability of a drug administered transdermally can be improved by several penetration enhancement techniques, which are broadly classified into chemical and physical techniques. Application of mentioned techniques together with efforts of various scientific and innovative companies had made TDD a multibillion dollar market and an average of 2.6 new transdermal drugs are being approved each year. Out of various techniques, the thermal ablation techniques involving chemicals, heating elements, lasers, and radiofrequency (RF) are proved to be more effective in terms of delivering the drug across the skin by disrupting the stratum corneum (SC). The reason behind it is that the thermal ablation technique resulted in improved bioavailability, quick treatment and fast recovery of the SC, and more importantly it does not cause any damage to underlying dermis layer. This review article mainly discussed about various thermal ablation techniques with commercial products and patents in each classes, and their safety aspects. This review also briefly presented anatomy of the skin, penetration pathways across the skin, and different generations of TDD.