Climate change is recognized as a major contributor to the increase in heat-related deaths, and the frequency of heatwave days is expected to continue rising in the future. Addressing the impacts of climate change is a critical component of the United Nations' sustainable development goals, emphasizing the need for urgent action. To aid decision-makers in this process, the heat vulnerability index (HVI) serves as a valuable tool for identifying areas most susceptible to heatwaves, informing adaptation plans, and assessing influential factors. In this comprehensive review article, we examined 104 relevant studies that focus on the HVI. Our analysis explores key indicators of exposure, sensitivity, and adaptive capacity that contribute to the vulnerability index, and which are associated with increased mortality. While certain indicators are locationspecific, others-such as building characteristics-have broader applicability but require more focused consideration. Furthermore, we present various data analysis and visualization options, as well as potential weaknesses of the indicators. This information will aid researchers and practitioners in selecting appropriate indicators for their specific areas and developing robust heat vulnerability indexes. By understanding these factors, we can prioritize interventions and strategies to reduce heat-related excess mortality and improve overall human health outcomes.