This is actually a bonus feature that if you can find in a machine, it would do you wonders. Many hand-held massage machines do not have heating pads on them, and these are usually the cheaper ones on the market. But if your budget permits it and you are able to spend a little more on a portable massage device, go for one that has heating pads on them. You will see that the extra amount you shelled out will turn out to be a good decision, as this heating feature can help alleviate aches a lot faster.