Significant progress in the development of micro and nanoscale devices has been observed for the past three decades. The thermal transportation in these small-length scales varies significantly, and it is difficult to explain the underlying physics using the pre-existing theoretical formulations. When the bulk dimension of a system is comparable to or smaller than the mean free path (MFP) of the thermal carriers, classical theories, such as Fourier’s Law of heat conduction, are unable to accurately explain the system energy dynamics. The phenomena of energy transit and conversion at the micro to nanoscale is an interesting topic of research due to the substantial changes in behavior that are documented when compared to those at the macro size. This review article is broadly divided into two parts. Initially, the recent development in the field of molecular dynamic (MD) simulations is emphasized. Classical MD simulation is such a powerful tool that provides insight into the length scales where the conventional continuum approaches cease to be valid. Several examples of recent developments in the applicability of MD simulations for micro and nanoscale thermal transportation are reviewed. However, there are certain limitations of the MD simulations where the results deviate from experimental validation due to the lack of knowledge of the appropriate force fields. Hence the experimental development of micro and nanoscale thermal transportation processes is briefly reviewed and discussed in the other section of this review article.