Because of the requirements for accelerating the construction of a green, low-carbon, and recycling economy development system, the petrochemical industry has been paying attention to green and low-carbon transformations and innovations. Oily sludge is a type of bulk hazardous solid waste from various sources that significantly harms the environment. Chemical heat washing of oily sludge represents a large proportion of the treatment technology for oily sludge, which can be used individually and has many applications in joint treatment with other processes. However, research on the formulation of cleaning agents for this process has mainly focused on the surfactant at this stage, and many studies have demonstrated the secondary pollution of surfactant; thus, research on reducing or replacing surfactants as cleaning agents has been conducted. This review highlights the research progress of chemical heat washing of oily sludge according to the classification of cleaning agents and describes the reasons for the stabilization of currently recognized oily sludge, the chemical heat washing process, and the mechanism of oil–soil separation. Finally, the research direction for new emulsions as new cleaning agents to replace surfactants is set out.