Ultra-fast laser heating technology has been gradually applied in many fields, and the thermal conduction mechanism has received significant attention. The traditional Fourier heat-transfer law is insufficient for correctly describing the thermal conduction mechanism in the ultra-fast process. Therefore, based on the results of the previous researches on heat-transfer theory of ultra-fast laser heating technology, this paper summarizes an overview of the heat transfer of ultra-fast laser heating technology. Simultaneously, applications of the lattice Boltzmann, Monte Carlo, and molecular dynamics methods in ultra-fast laser heating heat-transfer theory research, which have attracted considerable attention in recent years, are briefly introduced. Finally, future prospects for heat transfer theory in ultra-fast laser heating technology are examined in this paper.