Metamaterials, with artificially engineered periodic structure, has attracted a great deal of research attention, for the ability of manipulating the path of propagation of light or electromagnetic wave, sound or acoustic / elastic wave, heat or thermal wave and the possibility of cloaking objects from a certain incoming physical radiation, which has brought the invisibility or stealth, a tantalizing concept for mankind over several centuries in the science fiction to a technological reality. As a relative new member of the metamaterials family, thermal metamaterial has also gained much attention from the very beginning, and has been intensively investigated in recent years, for the promising ability of controlling the conduction of heat or the distribution of temperature. Thermal metamaterials and their applications in thermal management are significant in the design of electronic devices and systems, such as supercomputer, solid-state laser and solid-state lighting, high power microwave devices, thermoelectric energy harvesters and thermal imagers, where the thermal design plays a key role in performance and device reliability.