Photo-thermal desalination has attracted extensive attention because of its potential applications in solving the problems of water resources shortage and water pollution. During the process of photo-thermal desalination, photo-thermal conversion materials are applied to absorb the solar energy and then convert the solar energy into the heat energy directly and efficiently, meanwhile the heat energy is used to evaporate, desalinate, and purify the saline water. To a great extent, the efficiency of photo-thermal desalination depends on the properties of the applied photo-thermal conversion materials. In this paper, recent researches on solar photo-thermal conversion materials, including metal-based materials, carbon-based materials, semiconductor materials, organic polymer materials, and composite photo-thermal materials are reviewed; the photo-thermal conversion mechanism are summarized. Moreover, the application progress of photo-thermal conversion materials in the field of desalination is also introduced. Based on the above analyses, the research prospects of photo-thermal conversion materials in the field of desalination are discussed. We propose that the future research should focus on the efficient absorption and utilization of photo-thermal conversion materials for the low intensity and full spectrum sun light, the improvement of thermal stability and reusability of photo-thermal conversion materials, and the minimum heat transfer loss and the maximum heat utilization efficiency of photo-thermal desalination system.