Peptide−polymer conjugates (PPCs) are of particular interest in the development of responsive, adaptive, and interactive materials due to the benefits offered by combining both building blocks and components. This review presents pioneering work as well as recent advances in the design of peptide−polymer conjugates, with a specific focus on their thermoresponsive behavior. This unique class of materials has shown great promise in the development of supramolecular structures with physicochemical properties that are modulated using soft and biorthogonal external stimuli. The temperature-induced self-assembly of PPCs into various supramolecular architectures, gelation processes, and tuning of accessible processing parameters to biologically relevant temperature windows are described. The discussion covers the chemical design of the conjugates, the supramolecular driving forces involved, and the mutual influence of the polymer and peptide segments. Additionally, some selected examples for potential biomedical applications of thermoresponsive PPCs in tissue engineering, delivery systems, tumor therapy, and biosensing are highlighted, as well as perspectives on future challenges.