Prolactin (PRL) has been suggested as an indicator of fatigue during exertional heat stress (EHS), given its strong relationship with body core temperature (T(c)); however, the strength of this relationship during different rates of T(c) increase and subsequent recovery is unknown. In addition, given the influence that systemic cytokines, such as interleukin (IL)-6 and tumor necrosis factor (TNF)-α, have on the pituitary gland, it would be of interest to determine the relationship between PRL, IL-6, and TNF-α during EHS. The purpose was to examine the PRL, IL-6, and TNF-α heat stress responses during slow and fast heating and subsequent resting or cold water immersion recovery. On 4 days, nine individuals walked at ≈ 45% (slow heating) or ran at ≈ 65% (fast heating) maximal oxygen consumption on a treadmill in the heat (40°C, 30% relative humidity) until rectal temperature (T(re)) reached 39.5°C (esophageal temperature; fast = 39.41 ± 0.04°C, slow = 39.82 ± 0.09°C). Post-EHS, subjects were either immersed in 2°C water or rested seated until T(re) returned to 38.0°C. Venous blood, analyzed for PRL, IL-6, and TNF-α, was obtained at rest, during exercise (T(re) 38.0, 39.0, 39.5°C), the start of recovery (≈ 5 min after 39.5°C), and subsequent recovery (T(re) 39.0, 38.0°C). IL-6 exhibited myokine properties, given the greater increases with slow heating and lack of increase in TNF-α. A strong temperature-dependent PRL response during slow and fast heating provides additional support for the use of PRL as a peripheral marker of impending fatigue, which is independent of IL-6 and TNF-α cytokine responses.