Thermal sensors have been intensively developed and used in a wide range of applications from monitoring of industrial processes to environmental control. Thermal sensors are capable of measuring various thermal signals such as temperature, flow, acceleration and angular velocity. The chapter focuses on fundamentals of physical thermal sensors that sense temperature by detecting sensor materials’ electrical properties. The chapter discusses in detail material design as well as transduction mechanisms of thermal sensors toward achieving high sensitivity. Recent advances in the development of thermal sensors are mentioned. This article provides insight into design of thermal sensors with high performance.