As the demand for “clean label emulsions” and natural emulsifiers is increasing, whey proteins have a big potency to be used as an emulsifier in food emulsions. However, in order to enable their application, whey proteins should withstand high temperature processing. Hence, the limited heat stability of whey proteins is a major drawback: they are highly heat labile and thus prone to heat induced protein denaturation and aggregation. As this phenomenon highly impacts their functionality, it is of utmost importance to increase the heat stability of whey proteins to broaden their application in the food industry, which requires a thorough knowledge of the heat stability properties of whey proteins. To better understand the heat stabilizing activity of whey protein-polysaccharides conjugates, studies on the heat stability of whey proteins and whey protein stabilized emulsions, as well as approaches to improve their heat stability, especially using the dry heat treatment method are reviewed. Chemical modification by combining whey proteins and polysaccharides has been reported to successfully improve the heat stability of the obtained conjugates. Hence, this new whey protein-polysaccharide material is promising to be used as a natural emulsifier. •Whey proteins and whey protein stabilized emulsions are heat labile.•Heat stability is crucial for the broader industrial application of whey proteins.•Whey protein-polysaccharide conjugation largely increases the heat stability of whey proteins.•This is attributed to electrosteric stabilization provided by the attached polysaccharides.