Thermal management is pivotal in robotics engineering, ensuring optimal performance and reliability of robotic systems. This comprehensive review explores various heat dissipation mechanisms, cooling techniques, and thermal modeling approaches employed in robotics engineering. Key topics include conduction-based, convection-based, and radiation-based heat transfer mechanisms, alongside liquid cooling, air cooling, and phase-change cooling techniques. Analytical thermal models, computational fluid dynamics (CFD) simulations, and finite element analysis (FEA) modeling are discussed for their roles in predicting thermal behaviors and optimizing heat dissipation strategies. By synthesizing these advancements, this review provides valuable insights into enhancing thermal management efficiency and ensuring the longevity of robotic systems.