Due to the effectiveness of hyperthermia on significant enhancement of drug cytotoxicity,, thermo-chemotherapy has become an extraordinarily encouraging approach to optimize cancer therapy by combing hyperthermia and chemotherapy. Moreover, a great number of in vitro/vivo researches and random clinic trials have confirmed its effectiveness, which is affected greatly by thermal dose. Meanwhile, hyperthermia is also a critical factor on triggering drug release of thermal-sensitive drug delivery. Accordingly, it is an optimal design that thermal-sensitive drug carriers integrate with local hyperthermia to realize the targeted thermo-chemotherapy. Therefore, the thermal-sensitive drug carriers displayed a unique potential and applied prospection on targeted thermo-chemotherapy, which contributed to increasing drug concentration, enhancing drug cytotoxicity, lowering effective dose and alleviating side effects further. In this review, the research situation of thermal-sensitive drug carriers on chemotherapy and its advantage on thermo-chemotherapy were summarized briefly as the applied background. In addition, the biological rationales and research situation of thermo-chemotherapy were expounded. Based on aforementioned researches, the review focused on the research situation of the thermal-sensitive drug delivery on thermo-chemotherapy. Furthermore, the review highlighted the composite thermal-sensitive carriers containing functional photothermal/magnetocaloric nanoparticles, because their self-heating and self-imaging can be untilized for precise targeting and monitoring. Finally, the review analyzed and stressed the relaltionship between properties of thermal-sensitive nanocarriers and optimal TER temperature, and pointed out development tendency of composite thermal-sensitive carriers on thermal-chemotherapy.