Heating of a single-electron transistor (SET) caused by the current flowing through it is considered. The current and the temperature increase should be calculated self-consistently taking into account various paths of the heat drain. Even if there is no heat drain from the central electrode of the SET due to transfer of phonons, the temperature of this electrode remains finite because electron tunneling decreases the temperature difference between the central and outer electrodes. Overheating effects can cause hysteresis in the I-V curve of the SET in the vicinity of the Coulomb blockade threshold. Journal of Applied Physics is copyrighted by The American Institute of Physics.