Hydrogels are cross-linked hydrophilic macromolecules that contain a certain amount of water. Due to their biocompatible, highly tunable and hydrophilic nature, hydrogels have attracted much attention in the applications of chemical, biomedical and pharmaceutical fields over the past twenty years. In particular, thermo-sensitive hydrogels, which can undergo phase transition or swell/deswell as ambient temperature changes, endow the drug delivery system with enhanced local drug penetration, desirable spatial and temporal control, and improved drug bioavailability. These merits facilitate their extensive applications in drug delivery. In this review, we focus on advances in the development of different thermo-sensitive polymers as a scaffold for drug delivery, including poly(N-isopropylacrylamide) (pNIPAAM), poloxamer, polyethylene glycol/poly(lactic acid)co-(glycolic acid) (PEG/PLGA), and chitosan. The state-of-the-art thermo-sensitive hydrogels for various pharmaceutical applications, such as anti-tumor drug delivery, transdermal drug delivery, ocular drug delivery, nasal drug delivery, and buccal drug delivery, are elaborated. Finally, the future research perspectives and challenges are also discussed, which could facilitate the translation of thermo-sensitive hydrogels for drug delivery from bench to bedside.