Radiofrequency thermal ablation (RFTA) is considered the treatment of choice for osteoid osteomas, in which it has long been safely used. Other benign conditions (chondroblastoma, osteoblastoma, giant cell tumour, etc.) can also be treated by this technique, which is less invasive than traditional surgical procedures. RFTA ablation is also an option for the palliation of localized, painful osteolytic metastatic and myeloma lesions. The reduction in pain improves the quality of life of patients with cancer, who often have multiple morbidities and a limited life expectancy. In some cases, these patients are treated with RFTA because conventional therapies (surgery, radiotherapy, chemotherapy, etc.) have been exhausted. In other cases, it is combined with conventional therapies or other percutaneous treatments, e.g., cementoplasty, offering faster pain relief and bone strengthening. A multidisciplinary approach to the management of these patients is recommended to select the optimal treatment, including orthopaedic surgeons, neurosurgeons, medical and radiation oncologists and interventional radiologists.