The energy efficiency in human activities is low, most of the energy is wasted in the form of waste heat. Waste heat harvesting and thermal management are crucial issues to the economy and the environmental protection. Using artificial microstructure materials in thermal energy transfer and heat flux manipulation is a multidisciplinary field which is closely related to physics, chemistry, material, and engineering. We review the recent progresses in this field: the figure-of-merit enhancement of thermoelectric materials using micro-/nano-structures, the reduction of thermal conductivity in phononic crystals, the heat flux manipulation in phononic devices such as thermal diodes, and the realization of thermal cloak. The current research status and the prospect of this field in China is also presented.