Interventional oncology has emerged as the fourth pillar of cancer care, expanding beyond traditional surgical, oncologic, and radiotherapy treatments offering minimally invasive image-guided therapies for soft tissue and musculoskeletal tumors. In this domain, thermal ablation is increasingly utilized for both benign lesions, such as osteoid osteomas, and malignant tumors, including bone metastatic disease. Thermal ablation provides effective pain relief and local tumor control, whilst structural stability is ensured when it is combined with bone augmentation techniques such as standard or reinforced osteoplasty. When considering ablation of osseous or soft tissue tumors, the purpose of the treatment (whether curative or palliative) should be clearly defined. The potential for complications, like trajectory approach or thermal injury to surrounding tissues, underscores the need for careful patient selection and procedural planning. As technology continues to advance, the role of thermal ablation in musculoskeletal oncologic care is expected to grow following the adoption of these techniques by different multidisciplinary guidelines. Thus, its incorporation in a multidisciplinary board meeting is essential. This chapter highlights the current applications, advantages, and limitations of the current repertoire of thermal ablation techniques for the treatment of musculoskeletal and soft tumors.