Photocatalysis (PC) and photoelectric catalysis (PEC) are environmental protection technologies that use sunlight capacity and environmental governance, and they have a wide range of applications in hydrogen production, carbon dioxide reduction, organic degradation, and other fields. When the light is irradiated on the material, part of the light energy will be converted into heat energy, and the combination of this part of the heat energy with PC and PEC will become an important way to improve optical performance. Compared with traditional technology, the synergistic effect of light and heat can obtain higher catalytic performance and improve energy utilization efficiency. This review begins with an overview of the principle of photoheat generation, which produces heat energy in a non-radiative process through photo-induced instability of electrons. The principle of thermal effect on the performance improvement of PC/PEC is analyzed from the dynamics and thermodynamics of photoreaction and electric reaction. On this basis, several materials widely used at present are listed, such as oxides, plasmas, conductive polymers, carbon materials, and other typical photothermal materials. The specific applications of photothermal materials in PC and PEC processes, such as hydrogen production by oxidation, carbon dioxide reduction, organic matter reduction, and seawater desalination, were discussed. Finally, the challenges to PC/PEC from the introduction of thermal effects are further discussed to provide a clean and sustainable way to build a carbon-neutral society.