Heat stroke is a life‐threatening condition clinically diagnosed as a severe elevation in body temperature with central nervous system dysfunction that often includes combativeness, delirium, seizures, and coma. Classic heat stroke primarily occurs in immunocompromised individuals during annual heat waves. Exertional heat stroke is observed in young fit individuals performing strenuous physical activity in hot or temperature environments. Long‐term consequences of heat stroke are thought to be due to a systemic inflammatory response syndrome. This article provides a comprehensive review of recent advances in the identification of risk factors that predispose to heat stroke, the role of endotoxin and cytokines in mediation of multi‐organ damage, the incidence of hypothermia and fever during heat stroke recovery, clinical biomarkers of organ damage severity, and protective cooling strategies. Risk factors include environmental factors, medications, drug use, compromised health status, and genetic conditions. The role of endotoxin and cytokines is discussed in the framework of research conducted over 30 years ago that requires reassessment to more clearly identify the role of these factors in the systemic inflammatory response syndrome. We challenge the notion that hypothalamic damage is responsible for thermoregulatory disturbances during heat stroke recovery and highlight recent advances in our understanding of the regulated nature of these responses. The need for more sensitive clinical biomarkers of organ damage is examined. Conventional and emerging cooling methods are discussed with reference to protection against peripheral organ damage and selective brain cooling. Published 2015. Compr Physiol 5:611‐647, 2015.