Thermal ablation is a minimally invasive therapeutic technique that has shown remarkable potential in treating unresectable tumors. However, clinical applications have stalled, due to safety ambiguities, slow heat induction, lengthy ablation times, and post-therapeutic monitoring issues. To further improve treatment efficacy, an assortment of micromaterials (e.g., nanoparticulates of gold, silica, or iron oxide and single-walled carbon nanotubes) are under study as thermal ablative adjuncts. In recent years, the micromaterial domain has become especially interesting. In vivo and in vitro animal studies have validated the use of microspheres as embolic agents in liver tumors, in advance of radiofrequency ablation. Microcapsules and microbubbles serving as ultrasound contrast and ablation sensibilizers are strong prospects for clinical applications. This review was conducted to explore benefits of the three aforementioned microscale technologies, in conjunction with tumor thermal ablation.