Therapeutic application of heat is a non-invasive practice and promotes muscle relaxation, reduces stiffness, locally increases blood circulation and stimulates the immune system etc. This heat effectively combats pain and has a very specific role in traditional Chinese medicine in which it has been used on a daily basis for thousands of years: it is called Moxibustion.
Locally, stimulation of heat receptors triggers the release of mediators (substance P, somatostatin, etc) which act immediately by causing inflammation: