It is unclear whether true physiological differences exist in temperature regulation between males and females during exercise, independently of differences in physical characteristics and metabolic heat production. Therefore, we examined differences in the onset threshold and thermosensitivity of whole-body sudomotor activity and cutaneous vascular conductance between males and females matched for body mass and surface area. Nine males and nine females performed 90 min of exercise at each of the following intensities in a warm/dry environment: 50% of maximum oxygen consumption (V(O(2)max)) and at a fixed rate of metabolic heat production equal to 500 W. Evaporative heat loss (EHL, direct calorimetry) and cutaneous vascular conductance (CVC, laser-Doppler) were measured continuously. Mean body temperature was calculated from the measurements of oesophageal and mean skin temperatures. During exercise at 50% V(O(2)max), a lower rate of sudomotor activity was observed in females (385 ± 12 vs. 512 ± 24 W, P < 0.001). However, irrespective of sex, individual EHL values were strongly associated with metabolic heat production (R(2) = 0.82, P < 0.001). Nonetheless, a lower rate of EHL was observed in females when exercise was performed at 500 W of metabolic heat production (419 ± 7 vs. 454 ± 11 W, P = 0.032). Furthermore, a lower increase in EHL per increase in mean body temperature was observed in females (553 ± 77 vs. 795 ± 85 W °C(-1), P = 0.051), with no differences in the onset threshold (36.77 ± 0.06 vs. 36.61 ± 0.11°C, P = 0.242). In contrast, no differences were observed in CVC. Collectively, these findings demonstrate that females have a lower thermosensitivity of the whole-body sudomotor response compared to males during exercise in the heat performed at a fixed rate of metabolic heat production.