Metal halide perovskites emerge as promising semiconductors for optoelectronic devices due to ease of fabrication, attractive photophysical properties, their low cost, highly tunable material properties, and high performance. High-quality thin films of metal halide perovskites are the basis of most of these applications including solar cells, light-emitting diodes, photodetectors, and electronic memristors. A typical fabrication method for perovskite thin films is the solution method, which has several limitations in device reproducibility, adverse environmental impact, and utilization of raw materials. Thermal evaporation holds great promise in addressing these bottlenecks in fabricating high-quality halide perovskite thin films. It also has high compatibility with mass-production platforms that are well-established in industries. This review first introduces the basics of the thermal evaporation method with a particular focus on the critical parameters influencing the thin film deposition. The research progress of the fabrication of metal halide perovskite thin films is further summarized by different thermal evaporation approaches and their applications in solar cells and other optoelectronic devices. Finally, research challenges and future opportunities for both fundamental research and commercialization are discussed.