The thermo-optic effect enables precise and dynamic modulation of refractive index distributions through controllable temperature gradients in optical materials. Capitalizing on its broadband transparency, polarization independence, and non-mechanical tuning capability, this technology overcomes limitations of conventional optical modulation methods and facilitates the development of high-stability, low-power intelligent optical systems. This study systematically reviews fundamental principles, key technologies, and recent progress in thermally tunable optical devices, emphasizing the applications and achievements of two thermal modulation schemes, laser-driven and electrical-driven in tunable-focus lenses, wavefront shaping, and beam shaping. We present a comprehensive comparison of their performance characteristics and application scenarios. Additionally, this study discusses potential applications of thermally tunable optical technology in adaptive optics correction, high-resolution microscopic imaging, smart wearable devices, and precision optical fabrication, proposing theoretical frameworks and technical roadmaps for next-generation intelligent photonic devices.