Hyphenated techniques of thermal analysis， including common thermogravimetric-differential scanning calorimetry （TG-DSC）， thermogravimetric-infrared/mass spectrometry （TG-FTIR/MS）， Fourier transform infrared spectroscopy/solid-state in situ reaction techniques （Thermolysis/RSFTIR） and thermogravimetric-infrared-mass spectrometry （TG-FTIR-MS）， are effective ways to study the thermal decomposition properties and mechanisms of energetic materials. Compared to the single thermal analysis techniques， the hyphenated techniques of thermal analysis are more adequate， efficient and comprehensive ways to evaluate the thermal behaviors and thermal stability and to reveal the thermal decomposition mechanism of energetic materials. A comprehensive and in-depth study of the physicochemical properties of energetic materials by hyphenated techniques of thermal analysis is of great practical significance and value in improving and enhancing the performance of energetic materials in applications. Herein， this paper presents a comprehensive review of the advance in the application of TG-DSC， TG-MS， TG-FTIR-MS， TG-FTIR-GC-MS and Thermolysis/RSFTIR hyphenated techniques in the study of energetic materials. The research contents， important results， features and advantages of these techniques are analyzed， and related perspectives are presented， such as developing high-performance computational analysis software， solving the problems such as the deconvolution of overlapping mass spectral peaks in mass spectral analysis， and introducing a new extension system in the thermal analyzer to expand the scope of their application， thus providing technical support for the thermal analysis of new energetic materials.