In this study, we tested the hypothesis that breathing hyperoxic air (F\(_{in}\)O\(_2\) = 0.40) while exercising in a hot environment exerts negative effects on the total tissue level of haemoglobin concentration (tHb); core (T\(_{core}\)) and skin (T\(_{skin}\)) temperatures; muscle activity; heart rate; blood concentration of lactate; pH; partial pressure of oxygen (P\(_a\)O\(_2\)) and carbon dioxide; arterial oxygen saturation (S\(_a\)O\(_2\)); and perceptual responses. Ten well-trained male athletes cycled at submaximal intensity at 21°C or 33°C in randomized order: first for 20 min while breathing normal air (FinO\(_2\) = 0.21) and then 10 min with F\(_{in}\)O\(_2\) = 0.40 (HOX). At both temperatures, S\(_a\)O\(_2\) and P\(_a\)O\(_2\), but not tHb, were increased by HOX. Tskin and perception of exertion and thermal discomfort were higher at 33°C than 21°C (p < 0.01), but independent of F\(_{in}\)O\(_2\). T\(_{core}\) and muscle activity were the same under all conditions (p > 0.07). Blood lactate and heart rate were higher at 33°C than 21°C. In conclusion, during 30 min of submaximal cycling at 21°C or 33°C, T\(_{core}\), T\(_{skin}\) and T\(_{body}\), tHb, muscle activity and ratings of perceived exertion and thermal discomfort were the same under normoxic and hyperoxic conditions. Accordingly, breathing hyperoxic air (F\(_{in}\)O\(_2\) = 0.40) did not affect thermoregulation under these conditions.