Many gregarious insect species use aggregation and alarm pheromones. The bed bug, Cimex lectularius L., emits an alarm pheromone (AP), a 70/30 blend of (E)-2-hexenal and (E)-2-octenal, when threatened. Bed bugs avoid temperatures above 45 °C, which are lethal to bugs and used commercially as spatial heat treatments to manage infestations. However, the interaction of bed bug AP in heat avoidance has not been investigated. The goal of this research was to: 1) determine if bed bugs emit AP as an alarm response to heat exposure, and 2) quantify the behavioral responses of conspecifics to AP emitted by heat-exposed bed bugs. Using a selected ion flow tube mass spectrometer, we found that bed bugs responded to lethal and sublethal heat exposure by emitting AP. The Harlan laboratory population emitted more pheromone than a field collected population from McCall, FL. Harlan females emitted the most AP, followed by Harlan males, McCall females and males. In separate behavioral experiments, we showed that conspecifics (i.e., recipients) reacted to AP released by heat exposed bed bugs (i.e., emitters) by frantically moving within 50 mm and 100 mm test areas. The laboratory population recipients were more reactive to AP than bed bugs from the field population in 100 mm areas. Synthetic AP components tested in behavioral experiments caused identical effects as the natural AP blend released by heat-exposed bed bugs. Our finding that bed bugs emit AP after exposure to high temperatures has important implications for heat treatment-based pest management.