Heat stress is one of the most critical factors affecting human life. In Central Europe, its influence is noticeable, especially in the Polish–Saxon region, which is a very popular tourist region also inhabited by a high number of elders. The main goal of this paper was to assess multi-annual changes in heat stress occurring in the region, considering the frequency of heat days, the UTCI (Universal Thermal Climate Index), and circulation conditions. The research showed that all the thermal and biothermal indices in this region significantly increased during 1971–2019 in the lowlands, the mountain foreland, and the lower mountain zone. In terms of the UTCI, a negative trend for cold stress frequency was noticed in the entire region in favor of an increase in a tendency toward thermoneutral conditions and heat stress. This concerns especially strong and very strong heat stress (UTCI > 32 °C), in which positive trends were observed for most of the stations located in the lower hypsometric zones. The results also showed that heat stress mainly occurs on days with anticyclonic circulation. Analysis of selected cases of heat waves in the 21st century indicated that the lower hypsometric zones are characterized by a very high UTCI, while the summit zone is free from heat stress occurrence.