Thermal stress due to extreme changes in the thermal environment is a critical issue in cattle production. Many previous findings have shown a decrease in feed intake, milk yield, growth rate, and reproductive efficiency of the cattle when subjected to thermal stress. Therefore, selecting thermo-tolerant animals is the primary goal of the efficiency of breeding programs to reduce those adverse impacts. The recent advances in molecular genetics have provided significant breeding advantages that allow the identification of molecular markers in both beef and dairy cattle breeding, including marker-assisted selection (MAS) as a tool in selecting superior thermo-tolerant animals. Single-nucleotide polymorphisms (SNPs), which can be detected by DNA sequencing, are desirable DNA markers for MAS due to their abundance in the genome's coding and non-coding regions. Many SNPs in some genes (e.g., HSP70, HSP90, HSF1, EIF2AK4, HSBP1, HSPB8, HSPB7, MYO1A, and ATP1A1) in various breeds of cattle have been analyzed to play key roles in many cellular activities during thermal stress and protecting cells against stress, making them potential candidate genes for molecular markers of thermotolerance. This review highlighted the associations of SNPs within these genes with thermotolerance traits (e.g., blood biochemistry and physiological responses), suggesting their potential use as MAS in thermotolerant cattle breeding.