Conventional electrical machine cooling includes housing fins, shaft-mounted fan, and water jacket. In these cases, heat from the copper loss of windings needs to pass through either the stator core or the air between windings and the housing. Because of the large thermal resistance in the path, these methods are sometimes not efficient enough for high torque density machines. Overheat in windings causes failure in the insulation and damages the machine. Many technologies that facilitate winding cooling have been investigated in the literature, such as winding topologies with more efficient heat dissipation capability, impregnation material with high thermal conductivity, and advanced direct winding. This paper reviews and classifies thermal management and cooling methods to provide a guideline for high torque density electrical machine design for a better winding thermal management.