Thyroid hormones (TH) contribute to the control of adaptive thermogenesis, which is associated with both higher energy expenditure and lower body mass index. While it was clearly established that TH act directly in the target tissues to fulfill its metabolic activities, some studies have rather suggested that TH act in the hypothalamus to control these processes. This paradigm shift has subjected the topic to intense debates. This review aims to recapitulate how TH control adaptive thermogenesis and to what extent the brain is involved in this process. This is of crucial importance for the design of new pharmacological agents that would take advantage of the TH metabolic properties.