Hyperthermic nanomedicines are particularly relevant for tackling human cancer, providing a valuable alternative to conventional therapeutics. The early-stage preclinical performance evaluation of such anti-cancer treatments is conventionally performed in flat 2D cell cultures that do not mimic the volumetric heat transfer occurring in human tumors. Recently, improvements in bioengineered 3D models have unlocked the opportunity to recapitulate major tumor microenvironment hallmarks and generate highly informative readouts that can contribute to accelerating the discovery and validation of efficient hyperthermic treatments. Leveraging on this, herein we aim to showcase the potential of engineered physiomimetic 3D tumor models for evaluating the preclinical efficacy of hyperthermic nanomedicines, featuring the main advantages and design considerations under diverse testing scenarios. The most recent applications of 3D tumor models for screening photo- and/or magnetic nanomedicines will be discussed, either as standalone systems or in combinatorial approaches with other anti-cancer therapeutics. We envision that breakthroughs toward developing multi-functional 3D platforms for hyperthermia onset and follow-up will contribute to a more expedited discovery of top-performing hyperthermic therapies in a preclinical setting before their screening.