Rapid advancements in nanotechnologies for energy conversion and transport applications urgently require a further understanding of interfacial thermal transport and enhancement of interfacial thermal conductance (ITC). Sandwiching an intermediate material between two materials has led to a new insight on enhancing electron and phonon transportation, and is enabling the possible regulation of ITC, which has attracted increasing interest over the past decades. Herein, this strategy is named as thermal bonding, following the terminology of mechanical bonding and electrical bonding in microelectronics. The authors systematically summarize the interfacial thermal transport enhanced by thermal bonding from the category of interfacial thermal transport mechanisms, thermal bonding materials (TBMs), related applications, and potential challenges. Especially, the influence factors of interfacial heat transfer are highlighted, from three points, including interaction forces (van der Waals force, hydrogen bond, covalent bond, and metal bond), electron density, and phonon vibration density of states. The authors also outline and classify TBMs into metal bonding materials, organic bonding materials, and inorganic nonmetal bonding materials. As a novel and promising interface science and engineering field, it is believed that thermal bonding strategy will provide scientists and engineers more inspiration to understand interfacial thermal transport and solve the interfacial thermal challenges.