Global warming is having increasingly negative health effects, particularly in relatively poor and hot countries such as India. These impacts are partly due to the direct effect of high temperatures on the human body, and partly due to vector-borne diseases and reduced food availability. While numerous harmful health effects of high temperatures have been established, there is very little research into their possible impact on anemia, a medical condition affecting 25% of the global population and of people in India. Using health, nutrition and climate data, we analyze the relationship between heat exposure and anemia in India over the past decade. We match blood hemoglobin measurements from nearly 265,000 children, 914,000 women and 140,000 men to two different measurements of exposure to heat, based on air temperature and wet-bulb globe temperature respectively. We find that heat exposure in the 30 days preceding blood measurement is associated with anemia in these three population groups. Moreover, the mechanisms responsible do not seem to be related to nutritional deficiencies, while direct effects and malaria could explain part of the relationship between temperature and anemia. Finally, we estimate the number of extra anemia cases induced by a C increase in air temperature, which has an associated cost of around billion US dollars, i.e., of Indian GDP.