Over the last decade the linkage between hyperthermia, heat shock proteins and fever with the body's immune system has been well investigated. The immunomodulatory function of hyperthermia has been found to be quite sensitively regulated by temperature, as different levels of heating can bring different modulatory effect on different sensitive targets. Understanding these intrinsic mechanisms could bring new inspirations on the design of clinical trials combining local tumor hyperthermia with immunotherapy in cancer patients. This review will attempt to tell the story about the effect of temperature on immune regulation, with special emphasis on the clinical application of hyperthermia and the feasibility of combining it with immunotherapy in the clinic.