George R.R. Martin has explicitly stated that Daenerys (and all Targaryens) are not immune to fire. But the show is clearly establishing a different canon. George R.R. Martin has explicitly stated that Daenerys (and all Targaryens) are not immune to fire. read more
It is inferred by those characters that they should be immune to fire. According to A Wiki of Ice and Fire: The phrase "blood of the dragon" refers to a number of typical Targaryen features: silvery-gold (or platinum) hair and violet eyes. Some Targaryens also have a high tolerance of heat, though they are by no means immune to fire. read more
Daenerys (and by extension Targaryens in general) being fireproof is an extremely common misconception among fans of the show. George RR Martin's first book in the series, A Game Of Thrones, gave his readers no reason to believe that Daenerys was immune to heat damage. read more