Temperature sensing is essential for the survival of living organisms. Since thermal gradients are almost everywhere, thermoreception could represent one of the oldest sensory transduction processes that evolved in organisms. There are many examples of temperature changes affecting the physiology of living cells. Almost all classes of biological macromolecules in a cell (nucleic acids, lipids, proteins) can serve as a target of the temperature-related stimuli. This review is devoted to some common features of different classes of temperature-sensing molecules as well as molecular and biological processes involved in thermosensation. Biochemical, structural and thermodynamic approaches are discussed in order to overview the existing knowledge on molecular mechanisms of thermosensation.