Abstract Personal thermal management, including warming, cooling, and adaptive thermoregulation of human body, is critical to the comfort and performance of individuals in daily life. Most people feel comfortable within a narrow range of temperature (i.e., between 20 °C and 27 °C) and relative humidity (between 35% and 60%). However, extremely hot or cold environments, dynamic climate changes, and excessive body heat and sweat produced from intensive human activities can overwhelm the coping mechanisms of physiological thermoregulation, causing serious heat or cold stress and even fatal conditions. Over the past decade, thermally conductive composites have stimulated remarkable attention to the facilitation of personal thermal management by integrating advanced composite materials and structures for enhanced and programmable warming and cooling effects. In this review, we discuss the developments in personal thermal management using thermally conductive composites, with a focus on mechanistic models and engineering strategies for thermal conduction. We explore the diverse implementations for improving the cooling and warming performance from fibers and yarns to fabrics and the latest wearable technologies. Current challenges and research gaps are summarized, in order to provide a road map for future research opportunities.