The activity carried out by firefighters is considered one of the most dangerous in the world. The use of capillary lactate as an indicator of fatigue, applied in various studies on athletes, becomes an important marker of physiological overload. The main objective of this study is to evaluate capillary lactate at different exercise intensities as an indicator of physiological overload to be applied in firefighters. Thus, the Preferred Reporting Items for Systematic Reviews and Meta-Analyses (PRISMA) Statement methodology were used for systematic reviews. Thirteen articles were included in this review, revealing that studies on athletes are more prevalent than on firefighters. A relationship between the type of exercise and changes in lactate concentrations was found. On the other hand, it was verified that lactate changes depend on other variables such as maximum heart rate (HRmax) and maximum oxygen volume (VO2max). However, from this work, it can be concluded that there is scientific evidence that lactate changes are influenced by different variables that still require further investigation.