Febrile temperatures can induce stress responses which protect cells from damage and can reduce inflammation during infections and sepsis. However, the mechanisms behind the protective functions of heat in response to the bacterial endotoxin LPS are unclear. We have recently shown that Annexin-1 (ANXA1)-deficient macrophages exhibited higher TNFα levels after LPS stimulation. Moreover, we have previously reported that ANXA1 can function as a stress protein. Therefore in this study, we determined if ANXA1 is involved in the protective effects of heat on cytokine levels in macrophages after heat and LPS. Exposure of macrophages to 42 °C for 1 h prior to LPS results in an inhibition of TNFα production, which was not evident in ANXA1(-/-) macrophages. We show that this regulation involves primarily MYD88-independent pathways. ANXA1 regulates TNFα mRNA stability after heat and LPS, and this is dependent on endogenous ANXA1 expression and not exogenously secreted factors. Further mechanistic studies revealed the possible involvement of the heat shock protein HSP70 and JNK in the heat and inflammatory stress response regulated by ANXA1. This study shows that ANXA1, an immunomodulatory protein, is critical in the heat stress response induced after heat and endotoxin stimulation.