Historically, heat has been used in various clinical and sports rehabilitation settings to treat soft tissue injuries. More recently, interest has emerged in using heat to pre-condition muscle against injury. The aim of this narrative review was to collate information on different types of heat therapy, explain the physiological rationale for heat therapy, and to summarise and evaluate the effects of heat therapy before, during and after muscle injury, immobilisation and strength training. Studies on skeletal muscle cells demonstrate that heat attenuates cellular damage and protein degradation (following in vitro challenges/insults to the cells). Heat also increases the expression of heat shock proteins (HSPs) and upregulates the expression of genes involved in muscle growth and differentiation. In rats, applying heat before and after muscle injury or immobilisation typically reduces cellular damage and muscle atrophy, and promotes more rapid muscle growth/regeneration. In humans, some research has demonstrated benefits of microwave diathermy (and, to a lesser extent, hot water immersion) before exercise for restricting muscle soreness and restoring muscle function after exercise. By contrast, the benefits of applying heat to muscle after exercise are more variable. Animal studies reveal that applying heat during limb immobilisation attenuates muscle atrophy and oxidative stress. Heating muscle may also enhance the benefits of strength training for improving muscle mass in humans. Further research is needed to identify the most effective forms of heat therapy and to investigate the benefits of heat therapy for restricting muscle wasting in the elderly and those individuals recovering from serious injury or illness.