Thermal comfort of textiles plays an indispensable role in the process of human civilization. Advanced textile for personal thermal management shapes body microclimates by merely regulating heat transfer between the skin and local ambient without wasting excess energy. Therefore, numerous efforts have recently been devoted to the development of advanced thermoregulatory textiles. In this review, we provide a unified perspective on those state-of-the-art efforts by emphasizing the design of diverse heat transfer pathways. We focus on engineering certain physical quantities to tailor the heat transfer pathways, such as thermal emittance/absorptance, reflectance and transmittance in near-infrared and mid-infrared radiation, as well as thermal conductance in conduction. Tuning those heat transfer pathways can achieve different functionalities for personal thermal management, such as passive cooling, warming, or even dual-mode (cooling-warming), either static switching or dynamic adapting. Finally, we point out the challenges and opportunities in this emerging field, including but not limited to the impact of evaporation and convection with missing blocks of heat pathways, the bio-inspired and artificial-intelligence-guided design of advanced functional textiles.