An overview is provided of how the concept of the thought experiment has developed and changed for the natural sciences in the course of the 20th century. First, we discuss the existing definitions of the term 'thought experiment' and the origin of the thought experimentation method, identifying it in Greek Presocratics epoch. Second, only in the end of the 19th century showed up the first systematic enquiry on thought experiments by Ernst Mach's work. After the Mach's work, a negative attitude (...) towards thought experiments came in the beginning of the 20th century, which went on until the Thomas Kuhn's and Karl Popper's work on thought experiments. Only from the mid-1980s did thought experiments begin to be considered relevant to scientific enterprise. Finally, we show the existing empirical and 'functional' theories which have developed about the nature and purpose of thought experiments. (shrink)