Linear IC Voltage regulators too hot to touch on both amp and preamp

I would use a chassis mounted heat sink, and 1.5 square mm wires to PCB, observing insulation precautions.

And if it is a wall wart, then change to one with a lower output voltage.

If it is inside the unit, a 10 Ohm 10 Watt series resistor on mains side will reduce the input volts to transformer, that is a common problem nowadays with higher mains volts.

Whacked out alternate is a wideband (90-270V) laptop power supply....that works very well, put some small caps in parallel to reduce noise...4.7 /47 / 470 uF 50 or 63V, between + & - rails.
That takes care of higher mains volts, and many people have a spare supply for an old laptop, which is not in use.
 
Its is often the same problem with the chinese boards....there is no heatsink or it is to small. The heatsink is not isolated to the component, never using thermal paste...
The LM 7812 on this speaker protection was to hot, because the heatsink was too small. Too small for a difference of 4 volts and few mA.
I had low space to the top plate of the case, i had to choose this way....now everything is fine...
 

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Most of what has been said already but I would add some 5 or 6 mm ventilation holes near the new TO220 heatsink (carefully check not to damage PCB tracks) and bend the electrolytic caps away from the hot regulator. Maybe the caps already have had enough heat to make them so so. Improving air flow with added holes does work in practice.

* If you check the recent versions of that preamp you will notice they solved it. Apparently it does not become extremely hot.

** Of course we should know what the input voltage and the current draw are for 100% fitting advice.

*** It does not hurt to check electrolytic cap brands and types just to know if stuff is well built or not.
 
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A linear regulator almost has to have a heatsink. If I remember right a TO-220 theta J-air with no heatsink is around 40 degrees C/W. Most linears want a minimum of 2V drop. So just 1/2A draw thru it is 1W using the minimum input voltage, which you really can't. You have to have some slop for line voltage variation and high loads causing droop on the input voltage caps. So for a 12V regulator you want 15-16V typical in. And you have to do the thermal design for worst case, so maybe even 17V if the AC line is high. 16V gives a 4V drop and at 1/2A draw that is 2W the regulator is dissipating. So 2x40W/C is 80C temp rise and if ambient is 25, which is very optimistic in an enclosure, you're over 100C. About the only time I don't heatsink a regulator is if I know we are talking 100ma or less draw.
 
Even if there is no voltage difference and both are 'ground' you could still unintentionally introduce a ground loop bolting them to the case.

Given it all works OK I would just shave a little off the input voltage as I outlined at the start. You could also ground the lift the centre pin of the reg with a 1N4148 to increase the 12v to 12.6 which I'm sure would not cause any operational issues and it would have the effect of reducing the input/output differential that little bit more. Every little helps and it should be possible to make a big difference by simple means.