The basic principles and practices of thermal anemometry are presented and discussed. Modes of operation include constant temperature, constant current, and constant voltage. Models of the transfer function are considered for single and multiple hot‐wire probes which include techniques to measure vorticity, rate of strain, and dissipation rate of kinetic energy in incompressible and compressible flows. The response of hot wires to pitch and yaw variations of the incoming velocity vector is also addressed. Owing to its high‐frequency response, good spatial resolution, and relatively inexpensive hardware acquisition cost, thermal anemometry techniques appear to be widely used in the measurements of time‐dependent flow velocity, mass flux, or temperature.