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Compared to the conventional magnetic recording, the big difference in the heat-assisted magnetic recording (HAMR) is the introduction of the thermal energy. It is necessary to study the thermal effects on the HAMR system which includes the head, the media, the head and disk interface (HDI) and data recording and reproducing performance. In this paper, the key thermal issues in the HAMR system and their effects on the recording performances are analyzed and discussed. In the HAMR head, the heat sources are analyzed, and their effects on the temperature increase of the HAMR head are studied. The thermal profile of the media generated by the near field transducer is a determinant for achieving high density. Based on the measured thermal parameters of the medium materials, the thermal profiles of the medium at different medium parameters are studied. The results indicate that the boundary thermal resistance and the insulation of the grains are very important factors for obtaining small thermal spot sizes. The recording performances at a variety of temperatures are analyzed by the simulation of a micro-magnetic modeling. In the HDI, one of the key challenges is if the lubricant film can suffer the dynamic high temperature working environment. The lubricant thermal response for the dynamic high temperature working environment is characterized.