Symbiotic relationships between insects and their symbionts are profoundly influenced by fluctuations in ambient temperature. Conversely, symbionts can undergo rapid adaptive evolution to modulate host responses to thermal stress. Wolbachia, one of the most prevalent intracellular symbionts in insects, plays a pivotal role in shaping host physiology, ecology, and evolution. Emerging evidence has shown that infection can modify the thermal preferences of insect hosts, causing them to avoid microhabitats with ambient temperatures deleterious to Wolbachia. This review synthesizes current knowledge of the impact of thermal stress on insect-Wolbachia symbiosis, with a focus on Wolbachia’s role in regulating host thermal preferences, the underlying molecular and behavioral mechanisms underlying this regulation, and its broader ecological consequences. These insights deepen our understanding of rapid, behavioral adaptation in host-symbiont systems during global climate change and increasing temperature extremes, and offer a theoretical foundation for the application of Wolbachia in insect pest management.