Muscle-damaging exercise (e.g., downhill running [DHR]) or heat exposure bouts potentially reduce physiological and/or cellular stress during future exertional heat exposure; however, the true extent of their combined preconditioning effects is unknown. Therefore, this study investigated the effect of muscle-damaging exercise in the heat on reducing physiological and cellular stress during future exertional heat exposure. Ten healthy males (mean ± Standard Definition; age, 23 ± 3 years; body mass, 78.7 ± 11.5 kg; height, 176.9 ± 4.7 cm) completed this study. Participants were randomly assigned into two preconditioning groups: (a) DHR in the heat (ambient temperature [T amb ], 35 °C; relative humidity [RH], 40%) and (b) DHR in thermoneutral (T amb , 20 °C; RH, 20%). Seven days following DHR, participants performed a 45-min flat run in the heat (Flat HEAT [T amb , 35 °C; RH, 40%]). During exercise, heart rate and rectal temperature (T rec ) were recorded at baseline and every 5-min. Peripheral blood mononuclear cells were isolated to assess heat shock protein 72 (Hsp72) concentration between conditions at baseline, immediately post-DHR, and immediately pre-Flat HEAT and post-Flat HEAT . Mean T rec during Flat HEAT between hot (38.23 ± 0.38 °C) and thermoneutral DHR (38.26 ± 0.38 °C) was not significantly different (P = 0.68), with no mean heart rate differences during Flat HEAT between hot (172 ± 15 beats min -1 ) and thermoneutral conditions (174 ± 8 beats min -1 ; P = 0.58). Hsp72 concentration change from baseline to immediately pre-Flat HEAT was significantly lower in hot (-51.4%) compared to thermoneutral (+24.2%; P = 0.025) DHR, with Hsp72 change from baseline to immediately post-Flat HEAT also lower in hot (-52.6%) compared to thermoneutral conditions (+26.3%; P = 0.047). A bout of muscle-damaging exercise in the heat reduces cellular stress levels prior to and immediately following future exertional heat exposure.