Heatwaves are associated with significant health risks particularly among vulnerable groups. To minimize these risks, heat warning systems have been implemented. The question therefore is how effective these systems are in saving lives and reducing heat-related harm. We systematically searched and reviewed 15 studies which examined this. Six studies asserted that fewer people died of excessive heat after the implementation of heat warning systems. Demand for ambulance decreased following the implementation of these systems. One study also estimated the costs of running heat warning systems at US$210,000 compared to the US$468 million benefits of saving 117 lives. The remaining eight studies investigated people's response to heat warning systems and taking appropriate actions against heat harms. Perceived threat of heat dangers emerged as the main factor related to heeding the warnings and taking proper actions. However, barriers, such as costs of running air-conditioners, were of significant concern, particularly to the poor. The weight of the evidence suggests that heat warning systems are effective in reducing mortality and, potentially, morbidity. However, their effectiveness may be mediated by cognitive, emotive and socio-demographic characteristics. More research is urgently required into the cost-effectiveness of heat warning systems' measures and improving the utilization of the services.