High Intensity Focused Ultrasound (HIFU) is the only non-invasive method for percutaneous thermal ablation of tissue, with treatments typically performed either under magnetic resonance imaging or ultrasound guidance. Since this method allows efficient heating of bony structures, it has found not only early use in treatment of bone pain, but also in local treatment of malignant bone tumors. This review of 20 years of published studies shows that HIFU is a very efficient method for rapid pain relief, can provide local tumor control and has a very patient-friendly safety profile.