In recent years, intensive studies on thermal control devices have been conducted for the thermal management of electronics and computers as well as for applications in energy conversion, chemistry, sensors, buildings, and outer space. Conventional cooling or heating techniques realized using traditional thermal resistors and capacitors cannot meet the thermal requirements of advanced systems. Therefore, new thermal control devices are being investigated to satisfy these requirements. These devices include thermal diodes, thermal switches, thermal regulators, and thermal transistors, all of which manage heat in a manner analogous to how electronic devices and circuits control electricity. To design or apply these novel devices as well as thermal control principles, this paper presents a systematic and comprehensive review of the state‐of‐the‐art of fluidic and mechanical thermal control devices that have already been implemented in various applications for different size scales and temperature ranges. Operation principles, working parameters, and limitations are discussed and the most important features for a particular device are identified.