Microdevices are becoming more prevalent and important in current and future technologies. Over the past decade, countless studies have been conducted in developing thermal microdevices. This paper focuses on the progress of research made during the last decade regarding heat transfer and fluid flow in microheat sinks, micropumps, microturbines, microengines, micromixers, as well as microsensors. Recent experimental techniques in the thermal microelectromechanical systems (MEMS) field have also been presented. Although some thermal MEMS devices have penetrated the commercial market, the mass implementation of thermal MEMS devices in future technology is still quite far, and is highly desirable. During the next decade, vast amounts of research need to be conducted before other microdevices can infiltrate the mainstream. Possible future directions of research have also been provided.