High temperature processes are widely used in a variety of existing and emerging industrial and aerospace applications. The thermal properties of high‐temperature materials thus play an important role in controlling the thermal energy, as highlighted by successful applications of thermal barrier coating and aerogels. While thermal transport processes at room and low temperature have witnessed tremendous progress in the past two decades, particularly on the fronts of understanding basic heat transfer properties at the micro‐ and nanoscale, the understanding at high temperature is still at the nascent stage, owing to several unique features at high temperature, such as the dominant Umklapp scattering effect that can render a crystalline material amorphous‐like thermal properties, and the important radiation contribution at high temperature. This lack of systematic understanding, coupled with the challenges in maintaining high‐temperature stability in a large number of materials, has limited the development of materials to meet the thermal transport properties pertaining to several current and emerging high‐temperature applications. This Review is aimed at providing an overview of the basic mechanisms governing thermal transport processes at high temperature, to identify their unique features and challenges, and to explore opportunities in material research for high‐temperature thermal materials.