Yes, and no. Yes, if it has pearls, jades and other stones mounted on them. Diamonds and almost all precious stones are not afraid of extreme heat, just don't subject them to sudden extreme changes of temperature. Example- when you heat a diamond, let it cool down by itself, don't pour water to speed up the cooling process or the diamond will break.
No, if there is no stone attached on them, but the gold when heated to a high temperature will become brown or black colored. Not so much on 22K but 20 to below 1K. The reason is that there are higher concentration of silver and copper on 20K to 1K. You will not see any changes in color for 24K when heated, only the welded portion or spot will appeared black. This is because we use 14K gold as welding rod for 24K jewelry. Some jewelers are able to make 24K jewelry without using welding rod.
Source - WEB