Convective thermal metamaterials are artificial structures where convection dominates in the thermal process. Due to the field coupling between velocity and temperature, convection provides a new knob for controlling heat transfer beyond pure conduction, thus allowing active and robust thermal modulations. With the introduced convective effects, the original parabolic Fourier heat equation for pure conduction can be transformed to hyperbolic. Therefore, the hybrid diffusive system can be interpreted in a wave‐like fashion, reviving many wave phenomena in dissipative diffusion. Here, recent advancements in convective thermal metamaterials are reviewed and the state‐of‐the‐art discoveries are classified into the following four aspects, enhancing heat transfer, porous‐media‐based thermal effects, nonreciprocal heat transfer, and non‐Hermitian phenomena. Finally, a prospect is cast on convective thermal metamaterials from two aspects. One is to utilize the convective parameter space to explore topological thermal effects. The other is to further broaden the convective parameter space with spatiotemporal modulation and multi‐physical effects. Providing a new knob for controlling heat transfer, convective effects have gained significant interest in the design of thermal metamaterials. With the introduced efficient, directional, and wave‐like heat transfer, many novel phenomena are observed in dissipative regime. The state‐of‐the‐art advancements in this emerging field are brought under the same umbrella, and a future perspective on promising directions is provided.