Today's adhesives allow various configurations of adhesively bonded joints to be designed so that they can serve successfully under static, dynamic and thermal loads. Unequal thermal strains and discontinuous thermal stress distributions along the bi-material interfaces are often experienced due to mismatches of thermal expansion coefficients of adhesive and adherend materials. Non-uniform temperature distribution, non-uniform material property distribution, chemical and physical changes in adhesive material during adhesive curing process, expansion of the adhesive with changes in moisture and temperature levels are the main reasons for thermal stresses in adhesive joints. Today's adhesives can serve at cryogenic, low and high temperatures, and exhibit different thermal strain and stress states depending on the thermal loads and their composition. Some measures can be applied during the design of adhesive joints which will serve under thermal loads based on a detailed thermal stress analysis. This review discusses the deformation and stress states of various adhesive joints at cryogenic, low and high temperatures considering from simple to more complicated mathematical thermal stress models and analyses, as well as steady state and transient thermal analyses. Depending on the application area of adhesive material the type of probable thermal stress problem and relieving methods for thermal stresses are also reviewed, and the present status of mathematical models and their solution methods is reported.