In most fish, blood returning from the swimming muscles passes straight to the gills and dumps its heat into the water. In tunas the arrangement is different. Arteries and veins run alongside one another in dense networks, the retia mirabilia, so outgoing cold arterial blood is warmed by incoming venous blood before it reaches the muscle. Heat is recycled rather than exported.
The result is regional endothermy: the red swimming muscle, and in bluefin also the viscera, eyes and brain, are held above ambient temperature. Bluefin maintain the largest thermal excess of the tunas and can hold a relatively stable core across a wide range of water temperatures, which is why the same species is found in the Gulf of Mexico and off Newfoundland.
The common shorthand that bluefin are warm-blooded overstates it. They are not thermoregulators in the mammalian sense; the heat is a by-product of muscle work conserved by anatomy, and there is no shivering or metabolic furnace held to a set point. Exactly how much control a bluefin has over shunting blood past the retia is still being worked out.