As stimulus-responsive materials, thermochromic ones have been applied to different fields, such as temperature sensors, smart windows, color-changing paints, displays, smart textiles and anti-counterfeiting, which have attracted wide attentions. Among them, inorganic thermochromic materials usually contain heavy metallic species (ions/atoms), which are commonly toxic and hence unfriendly to the environment; while organic small molecule thermochromic materials are easily bleached due to unstable structure in practice use. In contrast, polymer thermochromic materials have demonstrated several advantages including low costs, good stability, easy preparation and processing, as well as modifications, leading to considerable attention. Generally there are five types of thermochromic polymers with different working mechanisms, including conjugated polymers, supramolecular polymers, gels, photonic crystals, and liquid crystals. This review focuses on the latest advances related to these thermochromic polymers, and summarize and discuss their different thermochromic mechanisms and potential applications. Finally, the problems and challenges currenly faced in applying such thermochromic polymers are disscused, and the future research directions are prospected.