Biomechanics investigators are interested in experimentally measuring stresses experienced by dental structures, whole bones, joint replacements, soft tissues, normal limbs, etc. To do so, various experimental methods have been used that are based on acoustic, optical, piezo-resistive, or other principles, like digital image correlation, fiber optic sensors, photo-elasticity, strain gages, ultrasound, etc. Several biomechanical review papers have surveyed these research technologies, but they do not mention thermography. Thermography can identify temperature anomalies indicating low- or high-stress areas on a bone, implant, prosthesis, etc., which may need to be repaired, replaced, or redesigned to avoid damage, degradation, or failure. In addition, thermography can accurately predict a structure’s cyclic fatigue strength. Consequently, this article gives an up-to-date survey of the scientific literature on thermography for biomechanical stress analysis. This review (i) describes the basic physics of thermography, thermo-elastic properties of biomaterials, experimental protocols for thermography, advantages, and disadvantages, (ii) surveys published studies on various applications that used thermography for biomechanical stress measurements, and (iii) discusses general findings and future work. This article is intended to inform biomechanics investigators about the potential of thermography for stress analysis.