Clinical Scenario: Exertional heat stroke (EHS) is a potentially deadly heat illness and poses a significant health risk to athletes; EHS survival rates are near 100% if properly recognized and treated. Whole-body cold water immersion (CWI) is the most effective method for lowering body core temperature. Precooling (PC) with CWI before exercise may prevent severe hyperthermia or EHS by increasing the body’s overall heat storage capacity. However, PC may also alter athletes’ perception of how hot they feel or how hard they are exercising. Consequently, they may be unable to accurately perceive their body core temperature or how hard they are working, which may predispose them to severe hyperthermia or EHS. Clinical Question: Does PC with whole-body CWI affect thermal sensation (TS) or rating of perceived exertion (RPE) during exercise in the heat? Summary of Key Findings: In 4 studies, RPE during exercise ranged from 12 (2.0) to 20 (3.0), with no clinically meaningful differences between PC and control trials. TS scores ranged from 2 (1.0) to 8 (0.5) in control trials and from 2 (1.0) to 7.5 (0.5) during PC trials. Clinical Bottom Line: PC did not cause clinically meaningful differences in RPE or TS during exercise. It is unlikely that PC would predispose athletes to EHS by altering perceptions of exercise intensity or body core temperature. Strength of Recommendation: None of the reviewed studies (all level-2 studies with Physiotherapy Evidence Database scores ≥ 5) suggest that PC with CWI influences RPE or TS in exercising males.