Thermal therapy is a promising treatment for many patients particularly those with surgery intolerance. It has been used since the early age of humanity. Nowadays, the thermal therapy has proved its efficacy, especially in Oncology. In fact, the tumor ablation using a different modality of heating or cooling presents a therapeutic method to ablate the extra mass and eradicate the malignant it. The administration of the energy is performed in various ways using an energy source. Following the level of the used temperature and the nature of the used heating or cooling source, many modalities have been developed. Hyperthermia uses the lowest temperature among them. Other modalities use an elevated temperature to kill and destroy the tumors. These ablative therapies are Radio Frequency Ablation (RFA), Micro Wave Ablation (MWA), High Intensity Focused Ultrasound (HIFU), LASER Ablation (LA), and Cryoablation(CA). With the purpose of doing a general state of the art of the thermal therapies applied in Oncology and enlightening their advantages and limitations, we reviewed many recent and pertinent published works in different databases. We also investigated the cell destruction mechanism due to temperature. We exposed the recent advances and the limitations of these modalities. However, to improve the quality of the treatment and increase the rate of survival, the research is still investigating these modalities. We discussed the future challenges and perspectives of the thermal therapies. Propositions to overpass the limitations of some techniques were introduced.