Controlled drug delivery through hydrogels is generally limited by the poor barrier that polymeric network can create to diffusion mechanism. Stimuli responsive polymers can help in this way guaranteeing that delivery can be sustained and finely controlled using an external stimulus. This review provides an overview of recent studies about the use of temperature as an external stimulus able to work as an efficient new route of drug's administration. Thermoresponsive hydrogels are discussed and compared in terms of physical properties and mechanism of drug release considering their classification in intrinsical (formed by thermosensitive polymers) and non-intrinsical (polymers with thermosensitive moieties) hydrogels. Thermoresponsive hydrogels can be developed by using different polymers added or not with micro/nanoparticles of organic or inorganic origin. In both cases, the final system represents an innovative way for the local and sustained drug delivery in a specific site of the body. In particular, it is possible to obtain an on-demand release of drug by applying a local increase of temperature to the system.