As a typical unconventional energy reservoir, natural gas hydrate is believed to be the most promising alternative for conventional resources in future energy patterns. The exploitation process of natural gas hydrate comprises a hydrate phase state, heat and mass transfer, and multi-phase seepage. Therefore, the study of heat transfer characteristics of gas hydrate is of great significance for an efficient exploitation of gas hydrate. In this paper, the research methods and research progress of gas hydrate heat transfer are reviewed from four aspects: measurement methods of heat transfer characteristics, influencing factors of heat transfer in a hydrate system and hydrate-containing porous media systems, predictive models for effective thermal conductivity, and heat transfer mechanisms of hydrate. Advanced measurement techniques and theoretical methods that can be adopted for the heat transfer characteristics of gas hydrate in the future are discussed.