The heating of diseased tissue as a therapeutic measure has gained increased clinical attention, mostly due to its target-specificity that minimizes side effects. However, to ensure a successful therapy, heating has to be homogeneous and highly localized, as well as, within a certain temperature range. Therefore, precise control over thermal treatments is a clinical prerequisite to minimize treatment and safety margins. Although this requirement is mentioned frequently, past research has focused predominantly on improving thermometry resolution and heating efficiency through tedious material optimization. Here, current clinical applications of thermal therapy with their challenges are first highlighted, especially with respect to treatment control and margins. Thereafter, it is quantitatively shown that clinically available thermometry fulfills the requirements and future research should focus on achieving better temperature control instead. With nanotechnology, novel strategies based on self-limiting nanoparticle systems and particle-based thermometers with active feed-back control have also become available and are discussed. All of these approaches are systematically compared and analyzed with respect to their clinical applicability. The extent to which control over thermal therapy is necessary is also discussed alongside a presentation of the existing methods which fulfill the set requirements for clinical success and what issues remain to be tackled by research in the near future.