Background: Extreme heat events are increasing in frequency, severity, and duration. It is well known that heat stress can have a negative impact on occupational health and productivity, particularly during physical work. However, there are no up-to-date reviews on how vulnerability to heat changes as a function of individual characteristics in relation to the risk of hyperthermia and work capacity loss. The objective of this narrative review is to examine the role of individual characteristics on the human heat stress response, specifically in relation to hyperthermia risk and productivity loss in hot workplaces. Finally, we aim to generate practical guidance for industrial hygienists considering our findings. Factors included in the analysis were body mass, body surface area to mass ratio, body fat, aerobic fitness and training, heat adaptation, aging, sex, and chronic health conditions. Findings: We found the relevance of any factor to be dynamic, based on the work-type (fixed pace or relative to fitness level), work intensity (low, moderate, or heavy work), climate type (humidity, clothing vapor resistance), and variable of interest (risk of hyperthermia or likelihood of productivity loss). Heat adaptation, high aerobic fitness, and having a large body mass are the most protective factors during heat exposure. Primary detrimental factors include low fitness, low body mass, and lack of heat adaptation. Aging beyond 50 years, being female, and diabetes are less impactful negative factors, since their independent effect is quite small in well matched participants. Skin surface area to mass ratio, body composition, hypertension, and cardiovascular disease are not strong independent predictors of the heat stress response. Conclusion: Understanding how individual factors impact responses to heat stress is necessary for the prediction of heat wave impacts on occupational health and work capacity. The recommendations provided in this report could be utilized to help curtail hyperthermia risk and productivity losses induced by heat.