The answer will annoy you! It depends. Some hair types are stronger and can take more heat than others but there are some general rules that apply to all hair types.
Firstly, when you apply heat to your hair it loses both water and protein. In order to straighten hair, the bonds within each fibre have to break.
This same bond breakage also happens when hair is chemically relaxed. However, whereas chemical relaxers break the bonds in hair permanently, heat usually breaks the bonds temporarily and the process is reversed by immersing the hair in water.
So what does heat damage look like?
Heat damage normally happens to some bits of hair and not others so when you wash it there are some odd straight hairs here and there mixed in with the curly hair. The straight hairs are the heat damaged hair fibres - that hair will not curl back.
The regularity with which you can use heat depends on:
Heat damage is cumulative: the more you use heat, the worse the state of your hair gets. Just because your hair dealt with heat well this week, it doesn't mean it will do well next week.
Blow drying and pressing increases the incidence of split ends and general breakage so if you use heat regularly you can expect to have to trim more regularly.
Overall, even if you have thick course hair I would recommend that you use heat only once a week at the most. If your hair is fine, once or twice a month is plenty.
An alternative to direct heat application is to use hair rollers or curl formers and apply heat at a safe distance using a hooded dryer as the preferred option and a blow dryer as a next-best option.
Direct application including blow drying using dryers with a comb is much more damaging than applying heat from a distance.
Importantly, before applying heat ensure your hair has been washed, deep conditioned and moisturized adequately. You can get the Queen of Kinks product line on Amazon USA and Amazon UK. If you're Prime Member you'll get it super fast.
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Ref: The Science of Black Hair, pages 168 - 170
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By Heather Katsonga-Woodward