The worldwide spread of COVID-19 has forced us to adapt to a new way of life made of social distancing, avoidance of physical contact and temperature checks before entering public places, in order to successfully limit the virus circulation. The role of technology has been fundamental in order to support the required changes to our lives: thermal sensors, in particular, are especially suited to address the needs arisen during the pandemic. They are, in fact, very versatile devices which allow performing contactless human body temperature measurements, presence detection and people counting, and automation of appliances and systems, thus avoiding the need to touch them. This paper reviews the theory behind thermal detectors, considering the different types of sensors proposed during the last ten years, while focusing on their possible employment for COVID-19 related applications.