Young children are thought to be particularly sensitive to heat waves, but relatively less research attention has been paid to this field to date. A systematic review was conducted to elucidate the relationship between heat waves and children’s health. Literature published up to August 2012 were identified using the following MeSH terms and keywords: “heatwave”, “heat wave”, “child health”, “morbidity”, “hospital admission”, “emergency department visit”, “family practice”, “primary health care”, “death” and “mortality”. Of the 628 publications identified, 12 met the selection criteria. The existing literature does not consistently suggest that mortality among children increases significantly during heat waves, even though infants were associated with more heat-related deaths. Exposure to heat waves in the perinatal period may pose a threat to children’s health. Pediatric diseases or conditions associated with heat waves include renal disease, respiratory disease, electrolyte imbalance and fever. Future research should focus on how to develop a consistent definition of a heat wave from a children’s health perspective, identifying the best measure of children’s exposure to heat waves, exploring sensitive outcome measures to quantify the impact of heat waves on children, evaluating the possible impacts of heat waves on children’s birth outcomes, and understanding the differences in vulnerability to heat waves among children of different ages and from different income countries. Projection of the children’s disease burden caused by heat waves under climate change scenarios, and development of effective heat wave mitigation and adaptation strategies that incorporate other child protective health measures, are also strongly recommended.