In the evolving field of electrocatalysis, thermal treatment of nano‐electrocatalysts has become an essential strategy for performance enhancement. This review systematically investigates the impact of various thermal treatments on the catalytic potential of nano‐electrocatalysts. The focus encompasses an in‐depth analysis of the changes induced in structural, morphological, and compositional properties, as well as alterations in electro‐active surface area, surface chemistry, and crystal defects. By providing a comprehensive comparison of commonly used thermal techniques, such as annealing, calcination, sintering, pyrolysis, hydrothermal, and solvothermal methods, this review serves as a scientific guide for selecting the right thermal technique and favorable temperature to tailor the nano‐electrocatalysts for optimal electrocatalysis. The resultant modifications in catalytic activity are explored across key electrochemical reactions such as electrochemical (bio)sensing, catalytic degradation, oxygen reduction reaction, hydrogen evolution reaction, overall water splitting, fuel cells, and carbon dioxide reduction reaction. Through a detailed examination of the underlying mechanisms and synergistic effects, this review contributes to a fundamental understanding of the role of thermal treatments in enhancing electrocatalytic properties. The insights provided offer a roadmap for future research aimed at optimizing the electrocatalytic performance of nanomaterials, fostering the development of next‐generation sensors and energy conversion technologies.