Methods and devices are disclosed herein that generally involve applying thermal therapy to tissue (e.g., localized cooling or heating of tissue), and in particular applying thermal therapy to the spinal canal, tissue disposed within the spinal canal, and/or nerve roots extending from the spinal canal. In some embodiments, tissue can be cooled or heated by implanting or positioning a thermal device in proximity to the targeted tissue. A number of exemplary thermal devices are disclosed, including bone anchors, inserts for use with bone anchors, K-wires, bone anchor extensions or towers, cross-connectors, spinous process plates, spinal rods, pedicle markers, bone taps, drill bits, bone plugs, bone plates, clamps, interbody or disc implants, thermal pads, and tubing loops. The thermal device can be left in place following surgery to facilitate application of post-surgical thermal therapy. In some embodiments, the thermal device can be removed post-surgery in a minimally- or non-invasive manner.