Lithium-ion batteries (LIBs) are critical for various applications, and effective thermal management is important for their safety, performance, and lifespan. Traditional physics-based modeling of battery thermal behavior is computationally complex and requires detailed parameters. Using data-driven modeling to predict thermal characteristics of batteries offers a promising alternative. This review comprehensively examines the utilization of data-driven methods in predicting LIB thermal behavior and designing battery thermal management systems. It explores commonly used data-driven techniques and focuses on their applications in predicting heat generation, temperature distribution, and cooling performance. Specific data-driven models for battery thermal prediction are presented, with a comparative analysis of their strengths and weaknesses. The review concludes that data-driven models can effectively predict battery thermal behavior, offering computational efficiency compared to physics-based simulations. Future research directions include hybrid data-driven/physical modeling, ensemble modeling, and incorporating explainable artificial intelligence techniques to enhance model interpretability. These advancements will lead to more accurate and interpretable models, contributing to the safe and efficient applications of LIB systems.