Stress-inducible Hsp72 is a potential biomarker to track risk of exertional heat illness during exercise/environmental stress. Characterization of extracellular (eHsp72) vs cellular Hsp72 (iHsp72) responses is required to define the appropriate use of Hsp72 as a reliable biomarker. In each of four repeat visits, participants (n = 6 men, 4 trials; total n = 24): (a) passively dehydrated overnight, (b) exercised (2 h) with no fluid in a hot, humid environmental chamber, (c) rested and rehydrated (1 h), (d) maximally exercised for 0.5 h, and (e) returned after 24 h of at-home recovery and rehydration. We measured rectal temperature, hydration status (% body mass loss, urine markers, serum osmolality), and Hsp72 (ELISA, flow cytometry. eHsp72 (circulating) and iHsp72 (CD3 PBMCs) correlated (P < 0.05) with markers of heat, exercise, and dehydration stresses. eHsp72 immediately post-exercise (>15% above baseline, P < 0.05) decreased back to baseline levels by 1 h post-exercise, but iHsp72 expression continued to rise and remained elevated 24 h post-exercise (~2.5-fold baseline, P < 0.05). These data suggest that in addition to the classic physiological biomarkers of exercise heat stress, using cellular Hsp72 as an indicator of lasting effects of stress into recovery may be most appropriate for determining long-term effects of stress on risk for exertional heat illness.