Dislocations and heat conduction are essential components that influence properties and performance of crystalline materials, yet the modelling of which remains challenging partly due to their multiscale nature that necessitates simultaneously resolving the short-range dislocation core, the long-range dislocation elastic field, and the transport of heat carriers such as phonons with a wide range of characteristic length scale. In this context, multiscale materials modelling based on atomistic/continuum coupling has attracted increased attention within the materials science community. In this paper, we review key characteristics of five representative atomistic/continuum coupling approaches, including the atomistic-to-continuum method, the bridging domain method, the concurrent atomistic-continuum method, the coupled atomistic/discrete-dislocation method, and the quasicontinuum method, as well as their applications to dislocations, heat conduction, and dislocation/phonon interactions in crystalline materials. Through problem-centric comparisons, we shed light on the advantages and limitations of each method, as well as the path towards enabling them to effectively model various material problems in engineering from nano-to mesoscale.