Vertical-cavity surface-emitting laser (VCSEL) usually adopt a 2-D array structure with small-sized light-emitting cells in parallel to increase the output optical power and to improve the laser beam quality. However, with the down scaling of the chip size and the increasing of the array integration, the self-heating effect caused by the power dissipation of the VCSEL cell and the thermal coupling effect among VCSEL cells will lead to a sharp increase in the junction temperature of the VCSEL array. Due to the effect of thermal-opto-electro feedback, the optical performance and thermal reliability of the VCSEL array will be limited seriously, which propose urgent requirements for the thermal design of the VCSEL array. Based on the heat generation mechanism of VSCEL array, latest development of VCSEL array thermal design was reviewed in detail from the aspects of thermal-opto-electro modeling and thermal design methodology. The development trend of thermal design in VCSEL array was also prospected.