Tobacco harm reduction is increasingly recognized as a promising approach to accelerate the decline in smoking prevalence and smoking-related population harm. Potential modified risk tobacco products (MRTPs) must undergo a rigorous premarket toxicological risk assessment. The ability to reproducibly generate, collect, and use aerosols is critical for the characterization, and preclinical assessment of aerosol-based candidate MRTPs (cMRTPs), such as noncombusted cigarettes, also referred to as heated tobacco products, tobacco heating products, or heat-not-burn (HNB) tobacco products. HNB tobacco products generate a nicotine-containing aerosol by heating tobacco instead of burning it. The aerosols generated by HNB products are qualitatively and quantitatively highly different from cigarette smoke (CS). This constitutes technical and experimental challenges comparing the toxicity of HNB aerosols with CS. The methods and experimental setups that have been developed for the study of CS cannot be directly transposed to the study of HNB aerosols. Significant research efforts are dedicated to the development, characterization, and validation of experimental setups and methods suitable for HNB aerosols. They are described in this review, with a particular focus on the Tobacco Heating System version 2.2. This is intended to support further studies, the objective evaluation and verification of existing evidence, and the development of scientifically substantiated HNB MRTPs.