Dolphins possess a vascular countercurrent heat exchanger (CCHE) that functions to cool their intra-abdominal testes. Spermatic arteries in the posterior abdomen are juxtaposed to veins returning cooled blood from the surfaces of the dorsal fin and tail flukes. In this study, we investigated the effect of exercise on CCHE function in the bottlenose dolphin. The CCHE flanks a region of the bowel in the posterior abdomen and influences colonic temperatures. A rectal probe housing a linear array of seven copper-constantan thermocouples was designed to measure colonic temperatures simultaneously at positions anterior to, within and posterior to the region of the colon flanked by the CCHE. Immediately after vigorous swimming, temperatures at the CCHE decreased relative to resting and pre-swim values: post-swim temperatures at the CCHE were maximally 0.5 degrees C cooler than pre-swim temperatures. These data suggest that the CCHE has an increased ability to cool the arterial blood supply to the testes when the dolphin is swimming. This ability could offset the increased thermal load on the testes is an exercising dolphin. To the best of our knowledge, this is the first report of deep body cooling in an exercising mammal that is not undertaking a dive.