This paper discusses the current state of knowledge on the effects of heat stress on cognitive performance. Although substantial research has been performed, it has proven difficult to describe the literature findings in a systematic manner. This is due to the large number of factors that come into play, such as task type, exposure duration, skill and acclimatization level of the individual and due to the absence of a concise theory on which experimental work can be based. However, two trends have been identified. First, heat stress affects cognitive performance differentially, depending on the type of cognitive task. Secondly, it appears that a relationship can be established between the effects of heat stress and deep body temperature. A number of exposure limits have been proposed during the last decades. These limits are summarized in this paper, with a special emphasis on the most recent one derived by Hancock and Vasmatzidis. This limit, which employs an attentional resource approach, defines exposure duration thresholds as parallel lines. Although this approach appears to be the most promising thus far, it is concluded that much remains to be understood before a limit becomes universally acceptable.