Heat is released as electromagnetic radiation or, in other words, infared waves.
All objects generate electromagnetic radiation.
The radiation generated by an object basically depends on its temperature. Warm objects, such as yourself, generate far infared radiation. Far infared means that infared radiation that is far away from the visible light side and near the microwave side. However, if you really heat an object up to several hundred degrees, it the starts to generate near infared radiation. And if you still continue heating, most of the energy released will then drift into the ultraviolet region.