Phosphor‐converted light‐emitting diode (pc‐LED) has drawn much interest due to the efficient light in solid‐state lighting, backlight display, security, and electronic devices. Thermal quenching (TQ) induced by nonradiative relaxation is one of the vital challenges that limits the widespread use of phosphors. Much efforts are devoted to designing different approaches to solve the emission loss at increasing temperature. Here, the mechanism of TQ and recent advances of anti‐TQ‐phosphor‐involved 5d–4f, 4f–4f, 6p–6s, 3d–3d transitions are discussed. Several important design strategies for anti‐TQ phosphors are summarized as follows: 1) defect engineering; 2) energy transfer; 3) structural modulation; 4) enhancing crystallinity; 5) layer structural design; 6) negative/zero thermal expansion; 7) surface coating and glass technology. Additionally, some future challenges and opportunities in this field are proposed. This review promotes the discovery of novel anti‐TQ phosphor materials for LED applications. Recent advances for anti‐thermal‐quenching (anti‐TQ) phosphor materials in light‐emitting diode (LED) applications are based on design strategies: defect engineering, energy transfer, structural modulations, enhancing crystallinity, layer structural design, negative/zero thermal expansion, and surface coating strategy. These strategies contribute to the development and discovery of new anti‐TQ luminescent materials for high performance phosphor‐converted‐LED devices.