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Introduction: Musculoskeletal pain (MP) is prevalent in our society, having a strong negative impact on physical and psychosocial quality of life. Heat therapy (HT) has been frequently described as a treatment strategy for musculoskeletal pain, but scientific evidence is still poor. The aim of the present Delphi method study is to gather a consensus among European experts on the role of HT in MP. Methods: To address this topic, a list of 54 statements was developed, concerning mechanism of action of heat on muscle, types of MP eligible for heat treatment, efficacy of HT, time and modalities of treatment, maximizing compliance to HT, safety (based on heat wraps), wrong beliefs and common errors in the prescription of HT and the role of HT in preventing muscular damage in athletes. The survey was distributed to 116 European experts, using a 5-point Likert scale to express agreement or disagreement with the statements; 66% concordance with the statements was needed to define a consensus. Results: Consensus was reached on 78% of statements. There was a strong consensus on the mechanism of action of heat on muscle, the indication in chronic MP, its effectiveness as part of a multimodal approach to MP and the safety and tolerability of superficial heat therapy. A low-level of consensus was obtained on the role of heat in preventing muscular damage and in acute MP. Conclusion: This Delphi consensus recognizes the role of HT mostly in chronic MP and highlights the need for stronger scientific evidence to regulate the use of this therapy in clinical practice. © 2022, The Author(s).