This review presents the major achievements on the thermophysical and thermal expansion properties of composite systems. The thermal behavior of composite materials depends on several factors: components, shape, concentration, dispersion of fillers, interactions between particles and matrix, manufacturing process, and so on. One of the challenges is the correct estimation of the thermal properties of composites on the basis of the only knowledge of the filler concentration and properties of each component. Different prediction models of thermophysical and thermal expansion properties are reviewed and discussed in this article in order to help the design of such composites to fulfill the performances requested by the users.