Animals living in thermally stressful environments exhibit morphological, physiological and behavioral adjustments to regulate the thermal balance. The insulation of pelage can retard or enhance heat loss. Pelage structure and color are factors that contribute to regulation of heat transfer. We review the heat transfer properties of mammalian pelage and the factors that influence rates of transfer. Heat transfer through pelage occurs as a result of thermal transduction, convection and radiation. Each of these processes is affected by wind, temperature, moisture and solar radiation. Wind has a strong influence on convection. When hair is separated or compressed by wind, the thermal insulation of pelage is lower than in still air. Wind speed is positively correlated with the amount of heat loss. At high wind speeds, the relationship between hydrodynamic parameters and heat loss cannot be accurately defined. However, thermal conductance can be estimated from cooling curves in still air adjusted for different wind speeds. Body orientation relative to wind direction also affects the heat loss rate due to the direction of hair growth: animals facing toward the wind have lower insulation than back to the wind. The differential between an animal's body temperature and the surrounding air temperature is another influencing factor, heat loss increases with increasing differentials. Animals show higher sensitivity to temperature change when hair is lacking. Animals adapt to environmental temperatures through evolutionary changes in their pelage structure that avoid the need for increased energy expenditure. In cold environments well-insulated mammals have more latitude in habitat selection and behavior than do poorly insulated mammals. Moisture also affects thermal conduction of pelage. Increasing pelage humidity increase the heat loss by thermal conductive and evaporative cooling. Because water has a thermal coefficient 23.1 times higher than air, wet pelage loses heat about 3 times faster than dry pelage. Apart from this, the distribution pattern, quantity, and secretion capacity of sweat glands are additional factors influencing pelage insulation. Animals optimize their pelage humidity through behavioral regulation and pelage structure. Solar radiation can compensate animal body heat loss. Pelage color determines the capacity for absorbance and reflection of radiant heat, with darker pelage absorbing more solar heat but with lower penetrability than lighter pelage. Solar heat gain is a potentially important factor in the energy budget of diurnal mammals. This may be significant for mammals feeding on poor quality food with low energy density and variable availability. In conclusion, heat transfer capability directly links animal physiology with environmental factors, which is important for understanding the mechanisms of adaptation and evolution. Variations in heat transfer of pelage suggest that knowledge of pelage structure and physiological properties may also facilitate bionic exploration. We recommend continued research concentration on the structure and physiology of pelage and development of supporting technology, especially on bionic significance and applications.