Thermally stimulated luminescence (TSL) is known as a technique used in radiation dosimetry and dating. However, since the luminescence is very sensitive to the defects in a solid, it can also be used in material research. In this review, it is shown how TSL can be used as a research tool to investigate luminescent characteristics and underlying luminescent mechanisms. First, some basic characteristics and a theoretical background of the phenomenon are given. Next, methods and difficulties in extracting trapping parameters are addressed. Then, the instrumentation needed to measure the luminescence, both as a function of temperature and wavelength, is described. Finally, a series of very diverse examples is given to illustrate how TSL has been used in the determination of energy levels of defects, in the research of persistent luminescence phosphors, and in phenomena like band gap engineering, tunnelling, photosynthesis, and thermal quenching. It is concluded that in the field of luminescence spectroscopy, thermally stimulated luminescence has proven to be an experimental technique with unique properties to study defects in solids.