Two-dimensional (2D) materials have received tremendous attention from the research community in the past decades, because of their numerous striking physical, chemical and mechanical properties and promising potential in a wide range of applications. This field is strongly interdisciplinary, requiring efficient integration of knowledge with different insights. In this review, we summarize the up-to-date research on the thermal and mechanical properties and thermo-mechanical correlation in 2D materials, including both theoretical and experimental insight. Firstly, the mechanical properties of 2D nanomaterials are discussed, in which the underlying physics is summarized. Then, we discuss the impacts of thermal fluctuation on the mechanical properties. Next, from experimental points of view, we present the methods to introduce strain in 2D materials experimentally and the experimental tools to measure the degree of strain. Finally, we discuss the fundamental phonon and thermal properties of 2D materials, including the strain effects on phonon dispersion, phonon hydrodynamic behavior, phonon topological feature, ballistic thermal conductance and diffusive thermal conductivity. This article presents an advanced understanding of the mechanical and thermal properties of 2D materials, which provides new opportunities for promoting their applications in nanoscale electronic, optoelectronic, and thermal functional devices.