MicroRNAs (miRNAs) are evolutionarily conserved, ~22-nucleotide non-coding RNAs that orchestrate post-transcriptional gene silencing across virtually all metazoan lineages. Since the landmark discovery of lin-4 in Caenorhabditis elegans over three decades ago, the miRNA field has expanded to encompass more than 2,600 annotated human miRNAs collectively targeting over 60% of protein-coding genes, establishing miRNAs as master regulators of cellular homeostasis, differentiation, and stress adaptation. This review articulates a conceptual framework positioning miRNAs as integrative molecular nodes at the intersection of two fundamental biological processes: the heat shock response (HSR) and host immunity. We synthesize evidence demonstrating that thermal stress, whether arising from environmental hyperthermia, febrile immune responses, or climate-driven ecological perturbation, profoundly reshapes miRNA biogenesis, stability, and target engagement, with cascading consequences for innate and adaptive immune signaling. Mechanistically, we trace how heat shock factor 1 (HSF1) undergoes temperature-dependent liquid–liquid phase separation to activate transcription of heat shock proteins (HSPs) and specific miRNA loci, generating feedback circuits that calibrate inflammatory tone through NF-κB, TLR, and inflammasome pathways. Multi-omics integration including transcriptomics, proteomics, metabolomics, and small RNA sequencing has revealed a systems-level "regulatory flux" in which miRNAs dynamically buffer cellular responses to concurrent thermal and immunological challenges. We further examine how pathogens exploit and subvert host miRNA circuits during infection, and how extracellular vesicle-mediated miRNA transfer enables intercellular and inter-organ stress communication. Finally, we survey the translational horizon, including miRNA mimics, antagomiRs, engineered delivery systems, and synthetic miRNA circuits, highlighting both therapeutic promise and outstanding challenges. By reframing miRNAs as rheostatic integrators bridging stress physiology and immunology, this review establishes a foundation for interdisciplinary research at the thermal stress–immunity nexus.