Ceramic-based nanofiber materials for high-performance thermal management have drawn increasing attention owing to their high-temperature resistance, efficient thermal insulation, superior mechanical flexibility, as well as excellent physical–chemical stability. We present an overview of the ceramic-based nanofiber obtained by sol–gel routes for high-performance thermal management, including the materials, the fabrication methods of the sol–gel route, and their application for thermal management. We first provide a brief introduction to the ceramic-based nanofibers. The materials and fabrication methods of the sol–gel route are further discussed in the second part, including the kinds of nanofibers such as oxide, carbide, and nitride, and the methods such as centrifugal spinning, electrospinning, solution blow spinning, and self-assembly. Finally, their application for thermal management is further illustrated. This review will provide some necessary suggestions to researchers for the investigation of ceramic-based nanofibers produced with the sol–gel route for thermal management.