With the rapid advances of the electronics industry and energy science, thermal management has grown as a key issue to be addressed in multiple areas, including microelectronics, thermal logic devices and thermoelectric technologies. Especially in the semiconductor industry, the demand for thermal dissipation of the chips with ever growing power densities goes far beyond the capability even for the cutting-edge thermal management technologies, which turns out to be a bottleneck for further developments. Such issues call for more comprehensive understandings about thermal transport mechanisms, with extended research focuses on macroscale to microscale. In this review, we take the microstructures into account of thermal transport mechanisms, with the perspectives of diffusive and ballistic thermal transports. Various strategies are thus raised to engineer the thermal transport in the microstructures, as proved to be effective. In this review, focuses are set on point defect, quantum dot, superlattice and especially on interface engineering, in which the intrinsic thermal transport mechanisms are studied as well. With recent research progresses as a reference, it is evident that the rich synthetic material microstructures offer opportunities to strategies on thermal transport engineering. In spite of the challenges from complex device structures, corresponding explorations and studies are further needed.