Abstract Despite technical and fundamental progress in conventional cancer treatment methods, there still exists a vital need for more effective methods to address the current limitations in treatment. Combinational therapies are strategies suggested to enhance the chance of recurrence‐free and disease‐free survival in sarcomas. Among them magnetic hyperthermia has been attracting more and more attention for use in multimodal bone sarcoma treatment. The magnetic hyperthermia supposed to be non‐invasive, more tissue‐specific, and more effective in deep tissues. Magnetic nanoparticles and other active agents can be delivered through various drug delivery administrations to the tumor site and be heated remotely via alternating magnetic fields. Designing favorable drug delivery platforms that contain magnetic particles besides other anti‐tumor agents is a vital key in hyperthermia combinational therapies. Nanomaterials and nanotechnology have been widely engaged for designing efficient platforms in multimodal treatments. The purpose of this review is to discuss the latest designed magnetic nanoparticle platforms in hyperthermia combinational treatment in bone sarcoma.