Limited navigation capabilities of many current robots and UAVs restricts their applications in GPS denied areas. Large aircraft with complex navigation systems rely on a variety of sensors including radio frequency aids and high performance inertial systems rendering them somewhat resistant to GPS denial. The rapid development of computer vision has seen cameras incorporated into small drones. Vision-based systems, consisting of one or more cameras, could arguably satisfy both size and weight constraints faced by UAVs. A new generation of thermal sensors is available that are lighter, smaller and widely available. Thermal sensors are a solution to enable navigation in difficult environments, including in low-light, dust or smoke. The purpose of this paper is to present a comprehensive literature review of thermal sensors integrated into navigation systems. Furthermore, the physics and characteristics of thermal sensors will also be presented to provide insight into challenges when integrating thermal sensors in place of conventional visual spectrum sensors.