Primary brain tumors are often aggressive, with short survival from time of diagnosis even with standard of care therapies such as surgery, chemotherapy, and radiation therapy. Thermal therapies have been extensively investigated as both primary and adjuvant therapy. Although thermal therapies are not yet widely used clinically, there have been several promising approaches demonstrated in both animals and humans. This review presents thermal therapy approaches in animal and human studies, including both hyperthermia (temperatures ~42°C–45°C) and thermal ablation (temperatures > 50°C). Hyperthermia is primarily used as adjuvant to chemotherapy and radiotherapy, and is the most widely studied radiation sensitizer where enhanced efficacy has been shown in human patients with brain cancer. Hyperthermia has additional beneficial effects such as immunogenic effects, and opening of the blood-brain barrier to potentially enhance drug delivery, for example in combination with nanoparticle drug delivery systems. Thermal ablation uses high temperatures for direct local tumor destruction, and it found its way into clinical use as laser interstitial thermal therapy (LITT). This review presents various hyperthermia and ablation approaches, including a review of different devices and methods that have been used for thermal therapies, such as radiofrequency/microwaves, laser, high-intensity focused ultrasound, and magnetic nanoparticles. Current research efforts include the combination of advanced thermal therapy devices, such as focused ultrasound with radiation, as well as the use of thermal therapies to enhance chemotherapy delivery across the blood-brain barrier.