In our diets, many of the consumed foods are subjected to various forms of heating and thermal processing. Besides enhancing the taste, texture, and aroma of the foods, heating helps to sterilize and facilitate food storage. On the other hand, heating and thermal processing are frequently reported during the preparation of various traditional herbal medicines. In this review, we intend to highlight works by various research groups which reported on changes in phytochemicals and bioactivities, following thermal processing of selected plant-derived foods and herbal medicines. Relevant cases from plant-derived foods (garlic, coffee, cocoa, barley) and traditional herbal medicines (Panax ginseng, Polygonum multiforum, Aconitum carmichaelii Debeaux, Angelica sinensis Radix) will be presented in this review. Additionally, related works using pure phytochemical compounds will also be highlighted. In some of these cases, the amazing formation of new compounds were being reported. Maillard reaction could be concluded as the predominant pathway leading to the formation of new conjugates, along with other possibilities being suggested (degradation, transglycosylation, deglycosylation and dehydration). With collective efforts from all researchers, it is hoped that more details will be revealed and lead to the possible discovery of new, heat-mediated phytochemical conjugates.