Globally, breast cancer is the most frequently occurring cancer in women and is the reason for more disability-adjusted life years lost than any other type of cancer. Hence, early screening plays a vital role in reducing breast cancer mortality. Although mammography is the standard procedure used for screening and diagnosis of breast cancer, it still has some limitations. Other methods used for screening include ultrasound and clinical breast examination. Despite its limitations, mammography is the gold standard for screening breast malignancy. Another emerging method for screening is thermography. With recent technological advances, breast cancer screening through thermography has demonstrated several advantages over existing modalities. For this review, a literature search was performed using databases such as PubMed, Google Scholar, and ScienceDirect. The keywords searched included breast cancer, early detection, breast cancer screening, mammography, and thermography. This review discusses the benefits of thermography showing that it can be a significant modality for breast cancer screening. The recent developments in thermal sensors, imaging protocols, and computer-aided software diagnostics hold great promise for making this technique a mainstream screening method for cancer. Moreover, the use of artificial intelligence and thermal imaging to detect early-stage breast cancer can provide impressive results. Therefore, thermography will be a promising technology for the early detection of breast cancer.