Therapeutical hyperthermia has been considered for cancer therapy since William Coley observed tumour remission after induction of fever by bacterial toxins at the end of the 19th century. Because fever is associated with a variety of immunological reactions, it has been suspected, that therapeutical hyperthermia might also activate the immune system in a reproducible manner and thereby positively influence the course of the disease. During the last decade, new insight has been gained regarding the immunological changes taking place during therapeutic hyperthermia. In this chapter, we review the most relevant data known about the effect of hyperthermia on the immune system with special focus on alterations induced by therapeutical whole-body hyperthermia (WBH) in cancer patients.