With the rapid progress of computational fluid dynamics (CFD) and computer technology, CFD has been increasingly used for aero-engine component temperature predictions. This paper presents a review of the latest progress in this aspect with emphasis on internal air system applications. The thermal coupling methods discussed include the traditional finite element analysis (FEA), the conjugate heat transfer, FEA/CFD coupling procedure and other thermal coupling techniques. Special attention is made to identify the merits and disadvantages between the various methodologies. Discussion is further extended on the steady and transient thermal coupling applications.