Nanoscale materials are being widely used in science and technology. Rapid development in synthesis and fabrication of Nanoscale materials has created a great demand for scientific understanding of thermal conductivity in nanoscale materials. The thermal conductivity in low dimensional has been obtained by using different theoretical and numerical approaches. The low dimensional structures such as quantum well, wires and dots confined in extremely small region and have novel transport properties. Measurement methods e.g. reducing grain size, multiple Phonon scattering, BTE in 2D nanoribbons, source of coherent Phonons etc open new way for nanoscale thermal transport study. This review summarizes the development in experiments, theory and computation that have occurred in thermal transport of nanoscale materials.