If it is desired to obtain high rate mechanical data of materials at non-ambient temperatures using the split Hopkinson (Kolsky) bar technique, it is necessary either to consider what effect a temperature gradient has on the propagation of elastic waves along a metallic rod or to design a mechanism that minimises the exposure of the Hopkinson bars to heating or cooling. Two main mechanical systems have been devised: the first where the bars are brought into contact with the specimen a short time (less than one second) before the specimen is dynamically loaded; the second where the specimen is moved into position just before it is dynamically loaded. As these mechanisms are complex to design and build, many researchers choose the simpler option of heating (or cooling) the ends of the bars as well as the specimen. This review summarises issues that should be considered if this option is taken.