Volatile organic compounds (VOCs) are prominent air pollutants, hazardous to human health and the environment. Sunlight is a sustainable energy source capable of meeting the demands for heterogeneous catalysis. Photothermal catalysis has emerged as an energy‐efficient technology for VOCs oxidation by merging the advantages of thermochemistry and photocatalysis. This review examines the advantages of the photothermal catalytic system, such as the absorption and conversion of solar light, accelerated reaction rates, and improved product selectivity. The photothermal catalytic system is clearly categorized according to the significant contributions of light and thermal energy to the reaction. As a result of the direct conversion of photons into thermal energy to surpass the light‐off temperature and drive the catalytic reaction, an ample discussion of light‐induced thermal catalytic processes is presented. Furthermore, the participation of the localized surface plasmon resonance effect and oxygen vacancies in the surface reaction under irradiation and thermal energy are spotlighted. A comprehensive discussion is provided for the various photothermal active nanostructures. The underlying superior resistance mechanism to water vapour and coke formation as well as high oxygen concentrations in photothermal catalytic system are emphatically highlighted. Finally, current research trends and prospects are discussed.