Sewage sludge, the inevitable by-product of municipal wastewater treatment plant operation, is a key issue in many countries due to its increasing volume and the impacts associated with its disposal. Thermochemical processing offers a new way of managing sewage sludge, not only by providing effective volume reduction, but also enabling transformation of carbon-rich organic fraction into valuable energy and fuel. Owing to some unique properties, sewage sludge differs from other solid fuels such as lignocellulosic biomass and coal, making its thermochemical conversion application somewhat complicated and challenging. This paper reviews the options of converting sewage sludge to energy and fuel via three main thermochemical conversion processes namely pyrolysis, gasification and combustion. The fundamental aspects of sewage sludge and its behaviour in each of thermochemical process are summarised. The challenges in adopting thermochemical conversion technology in sewage sludge management are addressed, and various alternative approaches deserving further consideration, such as the incorporation of pre-processing and co-utilisation, are discussed.