Hypersonic vehicles with scramjet engine as propulsion devices is one of the most important developing trends in the aerospace field for both commercial and military application. The encountered huge aerodynamic heating and strong combustion heat release makes the thermal protection technology a critical issue. For the long run and for reusable purposes, an effective active other than a passive thermal protection method is required for the cooling process, mainly by including regenerative cooling, film cooling, transpiration cooling and their combinations. In this paper, the authors point out that the cooling resources are extremely limited for hypersonic vehicles. They define the “relative heat load” for the analysis of the active thermal protection for hypersonic vehicles. This paper presents a review of the research progress made on the active thermal protection method for air-breathing hypersonic vehicles in recent decades. It primarily covers the fundamental problems and recent advances, including regenerative cooling, film cooling, transpiration cooling, and combined cooling. A number of relevant aspects and remaining questions for each active cooling method are provided, including the basic flow and heat transfer mechanisms, the influencing factors and their effects, the progress in engineering application. Finally, summaries of each active cooling method, guidelines for their future development, and the authors’ view on the promising active thermal protection methods for future hypersonic vehicles are provided.