Heat transfer processes serve as the backbone of our energy systems. The key to efficient, sustainable energy conversion relies on delivering heat at a higher temperature, rejecting heat at a lower temperature and utilizing renewable energy resources to do so. In this talk, I will present our work on multiscale engineering of thermal processes to achieve high-efficiency energy conversion from ambient sources including waste heat, low-temperature upper atmosphere and the sun. At the nanoscale, I will describe our work enabling high-power-density thermal-to-electric energy conversion using pyroelectric thin films. At the centimeter-scale, I will present a novel directional approach to achieving passive cooling below ambient temperature using commonly available materials by exploiting the high transparency of earth’s atmosphere in mid-infrared wavelengths and the angular confinement of the sun. At the meter-scale, I will demonstrate high-efficiency solar-to-thermal energy conversion using custom-fabricated thermally insulating silica aerogels with record-high solar-transparency. These advances in thermal engineering, from the nanoscale to megascale, offer compelling solutions to the problems of waste heat harvesting, solid-state cooling and solar-thermal energy conversion – significant challenges on our path towards a sustainable energy future.