Thermal injury is often associated with a proinflammatory state resulting in serious complications. After a burn, the innate immune system is activated with subsequent immune cell infiltration and cytokine production. Although the innate immune response is typically beneficial, an excessive activation leads to cytokine storms, multiple organ failure, and even death. This overwhelming immune response is regulated by damage-associated molecular patterns (DAMPs). DAMPs are endogenous molecules that are actively secreted by immune cells or passively released by dead or dying cells that can bind to pathogen recognition receptors in immune and nonimmune cells. Recent studies involving animal models along with human studies have drawn great attention to the possible pathological role of DAMPs as an immune consequence of thermal injury. In this review, we outline DAMPs and their function in thermal injury, shedding light on the mechanism of sterile inflammation during tissue injury and identifying new immune targets for treating thermal injury.