Based on the theory for random-walk with an absorption wall, the characteristics of thermal release of helium in materials are studied. The influences of the initial depth distribution and the diffusion coefficient of helium in materials on the thermal release are investigated. A comparison is made between the thermal releases induced by the random-walk mechanisms and the thermal desorption mechanisms. It is pointed out that the initial depth distribution and the states that Helium atoms stay in are required for the correct understanding of experimental observations of thermal releases of helium in materials.