BACKGROUND: Musculoskeletal pain is a non-negligible multifaceted condition affecting more than 30% of the global population. Superficial heat therapy (HT), through increasing tissue temperatures, plays a role in increasing local metabolism and function and relieving pain. Knee (KP) and sports pain represent two relevant fields of superficial HT application. METHODS: In the present paper, a panel of experts performed a narrative review of the literature regarding the role of superficial HT in the management of knee and sports activity-related pain. RESULTS: According to the reviewed literature, HT represents a therapeutic option in the management of musculoskeletal pain due to three main effects: pain relief, promotion of healing, and return to normal function and activity. Moreover, HT plays a role in sport activities both before and after exercise. Before performing sports, HT helps in preparing muscles for performance. After performing sports, it is capable to promote recovery and healing pathways. Combining and sequencing superficial heat and cold therapy represent an interesting topic of study. Overall, the application of heat wraps for superficial HT can be considered safe. CONCLUSIONS: HT has been shown to be a potentially beneficial and safe option in the management of several conditions including KP and sports. The key in the application of superficial HT is a multimodal and multidisciplinary approach.