Due to the extremely high porosity and extremely low density of nano-porous thermal insulation materials, the characteristic size of the pores inside the materials and the characteristic size of the solid skeleton structure are on the nanometer scale, which leads to the obvious nanoscale effect of the heat transfer law inside the aerogel materials. Therefore, the nanoscale heat transfer characteristics inside the aerogel materials and the existing mathematical models for calculating the thermal conductivity of various heat transfer modes at the nanoscale need to be summarized in detail. Moreover, in order to verify the accuracy of the thermal conductivity calculation model of aerogel nano-porous materials, correct experimental data are required to modify the model. Because the medium is involved in radiation heat transfer, the existing test methods have a large error, which brings great difficulties to the design of nano-porous materials. In this paper, the heat transfer mechanism, characterization methods, and test methods of thermal conductivity of nano-porous materials are summarized and discussed. The main contents of this review are as follows. The first part introduces the structural characteristics and specific application environment of aerogel. In the second part, the characteristics of nanoscale heat transfer of aerogel insulation materials are analyzed. In the third part, the characterization methods of thermal conductivity of aerogel insulation materials are summarized. In the fourth part, the test methods of thermal conductivity of aerogel insulation materials are summarized. The fifth part gives a brief conclusion and prospect.