A review of theoretical and experimental studies of thermal effects in solid-state lasers is presented, with a special focus on diode-pumped ytterbium-doped materials. A large part of this review provides however general information applicable to any kind of solid-state laser. Our aim here is not to make a list of the techniques that have been used to minimize thermal effects, but instead to give an overview of the theoretical aspects underneath, and give a state-of-the-art of the tools at the disposal of the laser scientist to measure thermal effects. After a presentation of some general properties of Yb-doped materials, we address the issue of evaluating the temperature map in Yb-doped laser crystals, both theoretically and experimentally. This is the first step before studying the complex problem of thermal lensing (part III). We will focus on some newly discussed aspects, like the definition of the thermo-optic coefficient: we will highlight some misleading interpretations of thermal lensing experiments due to the use of the dn/dT parameter in a context where it is not relevant. Part IV will be devoted to a state-of-the-art of experimental techniques used to measure thermal lensing. Eventually, in part V, we will give some concrete examples in Yb-doped materials, where their peculiarities will be pointed out.