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Exercise causes body temperature to rise and the resulting heat stored becomes a factor limiting exercise performance in hot conditions. Loss of heat by evaporative processes leads to hypohydration which itself can eventually impair performance. This review focuses on thermoregulatory and behavioural processes during sustained exercise in the heat.Several studies have implicated cerebral mechanisms in eschewing fatigue due to heat stress. Acclimatization improves performance by affecting heat loss mechanisms, implicating peripheral and central processes. Pharmacological methods of increasing heat tolerance are unacceptable strategies for the athlete, but appropriate precooling measures are effective.This review highlights the combination of physiological processes that converge in heat stress during extended exercise. Pharmacological ergogenic aids are discouraged due to likely side effects in cerebral function whereas behavioural measures, including precooling the body, have practical support.