Surgery is considered the best choice for stage I non-small cell lung cancer and also in treatment of selected patients with lung metastasis. However, surgery is often a high-risk procedure because of severe medical comorbidities affecting this cohort of patients. Thermal ablation (TA) has recently been proposed to achieve destruction of lung tumours whilst avoiding the use of general anaesthesia, thereby limiting the invasiveness of the procedure. For pulmonary malignancies, there are two methods of TA based on tissue heating: radio frequency ablation (RFA) and microwave ablation (MWA). Both are mini-invasive procedures, delivering energy to the tumour through single or multiple percutaneous needles introduced under guidance of computed tomography. The procedure may be performed under conscious sedation or general anaesthesia to avoid pain caused by needle insertion and tissue heating. Local efficacy is directly correlated to tumour target size: for RFA, tumours smaller than 2 cm can be completed ablated in 78-96% of cases; for MWA—according to the largest available study—95% of initial ablations are reported to be successful for tumours smaller than 5 cm. Very few series provide survival data beyond 3 years. For nodules smaller than 3 cm, the registered survival rate is higher: 50% at five years. The data collected in the last 10 years allow us to conclude that TA is an established alternative treatment for patients who cannot undergo surgery because of their compromised general condition. In the case of pulmonary metastasis, most authors agree to offer TA only if lesions are smaller than 5 cm.