The use of hyperthermia as an adjunct to cancer immunotherapy is supported by an increasing number of research data. Both preclinical and clinical data results have demonstrated improved antitumor immune responses with the addition of mild hyperthermia. The molecular mechanisms responsible for the improved immune reactivity observed in the presence of hyperthermia include the generation of Hsps, the activation of antigen-presenting cells and changes in lymphocyte trafficking. Understanding these hyperthermia-induced processes can serve as the foundation for analyzing current clinical trials, as well as designing future trials in cancer immunotherapy.