Thermal stress is a major driver of population declines and extinctions. Shifts in thermal regimes create new environmental conditions, leading to trait adaptation, population migration, and/or species extinction. Extensive research has examined thermal adaptations in terrestrial arthropods. However, little is known about social insects, despite their major role in ecosystems. It is only within the last few years that the adaptations of social insects to thermal stress have received attention. Herein, we discuss what is currently known about thermal tolerance and thermal adaptation in social insects – namely ants, termites, social bees, and social wasps. We describe the behavioural, morphological, physiological, and molecular adaptations that social insects have evolved to cope with thermal stress. We examine individual and collective responses to both temporary and persistent changes in thermal conditions and explore the extent to which individuals can exploit genetic variability to acclimatise. Finally, we consider the costs and benefits of sociality in the face of thermal stress, and we propose some future research directions that should advance our knowledge of individual and collective thermal adaptations in social insects.