Thermal energy management is a crucial aspect of many research developments, such as hybrid and soft electronics, aerospace, and electric vehicles. The selection of materials is of critical importance in these applications to manage thermal energy effectively. From this perspective, MXene, a new type of 2D material, has attracted considerable attention in thermal energy management, including thermal conduction and conversion, owing to its unique electrical and thermal properties. However, tailored surface modification of 2D MXenes is required to meet the application requirements or overcome specific limitations. Herein, a comprehensive review of surface modification of 2D MXenes for thermal energy management is discussed. First, this work discusses the current progress in the surface modification of 2D MXenes, including termination with functional groups, small‐molecule organic compound functionalization, and polymer modification and composites. Subsequently, an in situ analysis of surface‐modified 2D MXenes is presented. This is followed by an overview of the recent progress in the thermal energy management of 2D MXenes and their composites, such as Joule heating, heat dissipation, thermoelectric energy conversion, and photothermal conversion. Finally, some challenges facing the application of 2D MXenes are discussed, and an outlook on surface‐modified 2D MXenes is provided.