Your concern is very circumstantial to your environment and your build specifications.
- Are you air cooling or liquid cooling your CPU? What are your CPU temperatures when under load?
- Are your build specifications on the lower side of your games system requirements, to a point where they are working very hard to run the program?
- Is your computer enclosed in a desk cubby, where it can retain a lot of heat instead of venting that hot air to the atmosphere?
Heat rises, so generally speaking, the hot air in your case will exit at the top and rear of the case, making the surrounding area warmer than your ambient air temperature
My advice would be to look at the manufacturers specifications for both your GPU and your CPU. Most manufacturers will tell you what the max operating temperature of your component should be. Generally speaking, your CPU can get as hot as 80 degrees celsius under max load, but anything more than that can be concerning. Again, this is an average, and may not apply to you. Check your specs and if you're under the max temp, you should be fine. If you are air cooled and you are still concerned, maybe consider changing to a liquid cooler. My build is cooled by a Corsair H60 single radiator 120mm fan AiO cooler. Its super easy to install, and is inexpensive.
Mobo: Asus M5A97 R2.0
CPU: AMD Phenom II X4 840 (3.2Ghz, quad core)
GPU: Asus Direct CU II GTX 760
Cooler: Corsair Hydro Series H60
RAM: 16GB G.Skill Ripjaws X DDR3 (4x4GB)
Storage: Samsung 860 500GB SSD
3 High airflow Corsair AF120mm intake fans
2 High airflow Corsair AF120mm Exhaust fans
1 Corsair ML120mm static pressure Radiator fan (included with the H60 cooler)
EVGA 750w 80+ Bronze semi-modular PSU
Max temperature under load: 45 degrees celsius (It was over 75 degrees on an air cooler)