In the present article, we summarize the recent progress on investigating the mechanism of corticofugal modulation on the auditory thalamus of mammals excluding the bat as it has a specialized auditory system. The article comprises: (1) a review of the anatomy and physiology of the auditory thalamus, and a discussion of (2) the corticofugal modulation of the lemniscal nucleus of the medial geniculate body (MGB), (3) modulation of the non-lemniscal MGB, (4) modulation of the specific responses to acoustic signals with various parameters, such as the sound intensity and the onset and offset of the stimulus, and, finally, (5) the possible function of the corticofugal system in the auditory attention.