Non-muscle-invasive bladder cancer is a challenging disease, even given its superficial nature. It is prone to multiple recurrences and progression to muscle-invasive cancer. These features of this disease contribute significantly to reduced quality of life as well as creating significant morbidity and even mortality. Randomised trials demonstrate that when hyperthermia is added to conventional mitomycin-C treatment that local control rates and progression-free survival are substantially improved. In this review we consider how hyperthermia can exert such beneficial effects. Some of the mechanisms presented are theoretical, while others are facts. It is hoped that this review will contribute rationale for further examination of mechanisms, because an understanding of such mechanisms may lead to even better chemotherapeutic approaches, as well as potential biomarkers for predicting and monitoring treatment success.