Infrared thermal imaging (IRI) is a contact-less technology able to monitor human skin temperature for biomedical applications and in real-life contexts. Its capacity to detect fever was exploited for mass screening during past epidemic emergencies as well as for the current COVID-19 pandemic. However, the only assessment of fever may not be selective for the Severe Acute Respiratory Syndrome Coronavirus 2 (SARS-CoV-2) infection. Hence, novel approaches for IRI data analysis have been investigated. The present review aims to describe how IRI have been employed during the last epidemics, highlighting the potentialities and the limitations of this technology to contain the contagions. Specifically, the methods employed for automatic face recognition and fever assessment and IRI's performances in mass screening at airports and hospitals are reviewed. Moreover, an overview of novel machine learning methods for IRI data analysis, aimed to identify respiratory diseases, is provided. In addition, IRI-based smart technologies developed to support the healthcare during the COVID-19 pandemic are described. Finally, relevant guidelines to fully exploit IRI for COVID-19 identification are defined, to improve the effectiveness of IRI in the detection of the SARS-CoV-2 infection.