Forty years (1980–2019) of reanalysis data were used to investigate climatology and trends of heat stress in the Caribbean region. Represented via the Universal Thermal Climate Index (UTCI), a multivariate thermophysiological-relevant parameter, the highest heat stress is found to be most frequent and geographically widespread during the rainy season (August, September, and October). UTCI trends indicate an increase of more than 0.2°C·decade⁻¹, with southern Florida and the Lesser Antilles witnessing the greatest upward rates (0.45°C·decade⁻¹). Correlations with climate variables known to induce heat stress reveal that the increase in heat stress is driven by increases in air temperature and radiation, and decreases in wind speed. Conditions of heat danger, as depicted by the heat index (HI), have intensified since 1980 (+1.2°C) and are found to occur simultaneously to conditions of heat stress suggesting a synergy between heat illnesses and physiological responses to heat. This work also includes the analysis of the record-breaking 2020 heat season during which the UTCI and HI achieved above average values, indicating that local populations most likely experienced heat stress and danger higher than the ones they are used to. These findings confirm the gradual intensification of heat stress in the Caribbean and aim to provide a guidance for heat-related policies in the region.