We examined whether fatigue during exertional heat stress occurred at a critical internal temperature independent of the initial temperature at the start of exercise. Microwaves (2.1 GHz; 100 mW/cm2) were used to rapidly (3–8 min) heat rats before treadmill exercise to exhaustion. In a repeated-measures design, food-restricted male Sprague-Dawley rats ( n = 11) were preheated to three levels (low, medium, and high). In addition, two sham exposures, Sham 1 and Sham 2, were administered at the beginning and end of the study, respectively. At the initiation of exercise, hypothalamic (Thyp) and rectal (Trec) temperatures ranged from 39.0°C to 42.8°C (Thyp) and 42.1°C (Trec). The treadmill speed was 17 m/min (8° grade), and the ambient temperature during exercise was 35°C. Each treatment was separated by 3 wk. Run time to exhaustion was significantly reduced after preheating. There was a significant negative correlation between run time and initial Thyp and Trec ( r = 0.73 and 0.74, respectively). The temperatures at exhaustion were not significantly different across treatments, with a range of 41.9–42.2°C (Thyp) and 42.2–42.5°C (Trec). There were no significant differences in run time in the sham runs administered at the start and end of the investigation. No rats died as a result of exposure to any of the treatments, and body weight the day after each treatment was unaffected. These results support the concept that a critical temperature exists that limits exercise in the heat.