An overview of current thermal challenges in transport electrification is introduced in order to underpin the research developments and trends of recent thermal management techniques. Currently, explorations of intelligent thermal management and control strategies prevail among car manufacturers in the context of climate change and global warming impacts. Therefore, major cutting-edge systematic approaches in electrified powertrain are summarized in the first place. In particular, the important role of heating, ventilation and air-condition system (HVAC) is emphasised. The trends in developing efficient HVAC system for future electrified powertrain are analysed. Then electric machine efficiency is under spotlight which could be improved by introducing new thermal management techniques and strengthening the efforts of driveline integrations. The demanded integration efforts are expected to provide better value per volume, or more power output/torque per unit with smaller form factor. Driven by demands, major thermal issues of high-power density machines are raised including the comprehensive understanding of thermal path, and multiphysics challenges are addressed whilst embedding power electronic semiconductors, non-isotropic electromagnetic materials and thermal insulation materials. Last but not least, the present review has listed several typical cooling techniques such as liquid cooling jacket, impingement/spray cooling and immersion cooling that could be applied to facilitate the development of integrated electric machine, and a mechanic-electric-thermal holistic approach is suggested at early design phase. Conclusively, a brief summary of the emerging new cooling techniques is presented and the keys to a successful integration are concluded.