This review focuses on cerebral changes during combined exercise and heat stress, and their relation to fatigue. Dynamic exercise can elevate the core temperature rapidly and high internal body temperatures seem to be an independent cause of fatigue during exercise in hot environments. Thus, in laboratory settings, trained participants become exhausted when they reach a core temperature of approximately 40 degrees C. The observation that exercise-induced hyperthermia reduces the central activation percentage during maximal isometric muscle contractions supports the idea that central fatigue is involved in the aetiology of hyperthermia-induced fatigue. Thus, hyperthermia does not impair the ability of the muscles to generate force, but sustained force production is lowered as a consequence of a reduced neural drive from the CNS. During ongoing dynamic exercise in hot environments, there is a gradual slowing of the electroencephalogram (EEG) whereas hyperthermia does not affect the electromyogram. The frequency shift of the EEG is highly correlated with the participants' perception of exertion, which furthermore may indicate that alterations in cerebral activity, rather than peripheral fatigue, are associated with the hyperthermia-induced development of fatigue. Cerebral blood flow is reduced by approximately 20% during exercise with hyperthermia due to hyperventilation, which causes a lowering of the arterial CO(2) pressure. However, in spite of the reduced blood flow, cerebral glucose and oxygen uptake does not seem to be impaired. Removal of heat from the brain is also an important function of the cerebral blood flow and the lowered perfusion of the brain during exercise and heat stress appears to reduce heat removal by the venous blood. Heat is consequently stored in the brain. The causal relationship between the circulatory changes, the EEG changes and the hyperthermia-induced central fatigue is at the present not well understood and future studies should focus on this aspect.