In many athletic and occupational settings, the wearing of protective clothing in warm or hot environments creates conditions of uncompensable heat stress where the body is unable to maintain a thermal steady state. Therefore, special precautions must be taken to minimise the threat of thermal injury. Assuming that manipulations known to reduce thermoregulatory strain during compensable heat stress would be equally effective in an uncompensable heat stress environment is not valid. In this review, we discuss the impact of hydration status, aerobic fitness, endurance training, heat acclimation, gender, menstrual cycle, oral contraceptive use, body composition and circadian rhythm on heat tolerance while wearing protective clothing in hot environments. The most effective countermeasure is ensuring that the individual is adequately hydrated both before and throughout the exercise or work session. In contrast, neither short term aerobic training or heat acclimation significantly improve exercise-heat tolerance during uncompensable heat stress. While short term aerobic training is relatively ineffective, long term improvements in physical fitness appear to provide some degree of protection. Individuals with higher proportions of body fat have a lower heat tolerance because of a reduced capacity to store heat. Women not using oral contraceptives are at a thermoregulatory disadvantage during the luteal phase of the menstrual cycle. The use of oral contraceptives eliminates any differences in heat tolerance throughout the menstrual cycle but tolerance is reduced during the quasi-follicular phase compared with non-users. Diurnal variations in resting core temperature do not appear to influence tolerance to uncompensable heat stress.