The number of heatstroke victims hit record numbers in 2022 as global warming continues. In heat-induced injuries, circulatory shock is the most severe and deadly complication. This review aims to examine the mechanisms and potential approaches to heat-induced shock and the life-threatening complications of heatstroke. A computer-based online search was performed using the PubMed database and Web of Science database for published articles concerning heatstroke, shock, inflammation, coagulopathy, endothelial cell, cell death, and heat shock proteins. Dehydration and heat-induced cardiomyopathy were reported as the major causes of heat-induced shock, although other heat-induced injuries are also involved in the pathogenesis of circulatory shock. In addition to dehydration, the blood volume decreases considerably due to the increased vascular permeability as a consequence of endothelial damage. Systemic inflammation is induced by factors that include elevated cytokine and chemokine levels, dysregulated coagulation/fibrinolytic responses, and the release of damage-associated molecular patterns (DAMPs) from necrotic cell death that cause distributive shock. The cytoprotective heat shock proteins can also facilitate circulatory disturbance under excess heat stress. Multiple mechanisms are involved in the pathogenesis of heat-induced shock. In addition to dehydration, heat stress-induced cardiomyopathy due to the thermal damage of mitochondria, upregulated inflammation via damage-associated molecular patterns released from oncotic cells, unbalanced coagulation/fibrinolysis, and endothelial damage are the major factors that are related to circulatory shock.