A Heat Gun is a handheld weapon capable of firing a blast of red hot energy. Only one is ever seen in The Super Mario Bros. Super Show! episode "Star Koopa", where it is briefly used by Mouser at one point.
Darth Koopa, having frozen Mario, Luigi, Princess Toadstool and Toad with his Freeze Gun, brings them aboard Koop Star as his captives. As Darth Koopa needs to negotiate with Princess Toadstool, he orders Mouser to defrost the heroes using his Heat Gun.