Patients with bone metastases in the extremities sometimes require surgical intervention to prevent deterioration of quality of life due to a pathological fracture. The use of localized radiotherapy combined with surgical reinforcement has been a gold standard for the treatment of bone metastases. However, radiotherapy sometimes induces soft tissue damage, including muscle induration and joint contracture. Moreover, cancer cells are not always radiosensitive. Hyperthermia has been studied since the 1940s using an experimental animal model to treat various types of advanced cancer, and studies have now reached the stage of clinical application, especially in conjunction with radiotherapy or chemotherapy. Nevertheless, bone metastases have several special properties which discourage oncologists from developing hyperthermic therapeutic strategies. First, the bone is located deep in the body, and has low thermal conductivity due to the thickness of cortical bone and the highly vascularized medulla. To address these issues, we developed new hyperthermic strategies which generate heat using magnetic materials under an alternating electromagnetic field, and started clinical application of this treatment modality. The purpose of this review is to summarize the latest studies on hyperthermic treatment in the field of musculoskeletal tumors, and to introduce the treatment strategy employing our novel hyperthermia approach.