The Citadel: FAQ

3.5. Are Targaryens immune to fire?

GRRM has firmly stated that what happened with Daenerys at the end of A Game of Thrones was a unique event (SSL. EHC). That said, in A Dance with Dragons, it does seem that Daenerys has at least some supernatural protection from fire. While her hands are burned and blistered and her hair burned away, neither her scalp or any other part of her body was injured by her experience with Drogon’s fire.