Surgical masks are widely used for the prevention of respiratory infections. However, the risk of heat stroke during intense work or exercise in hot and humid environment is a concern. This study aimed to examine whether wearing a surgical mask increases the risk of heat stroke during mild exercise in such environment. Twelve participants conducted treadmill exercise for 30 min at 6 km/h, with 5% slope, 35°C ambient temperature, and 65% relative humidity, while wearing or not a surgical mask (mask and control trials, respectively). Rectal temperature (T
rec
), ear canal temperature (T
ear
), and mean skin temperature (mean T
skin
) were assessed. Skin temperature and humidity of the perioral area of the face (T
face
and RH
face
) were also estimated. Thermal sensation and discomfort, sensation of humidity, fatigue, and thirst were rated using the visual analogue scale. T
rec
, T
ear
, mean T
skin
, and T
face
increased during the exercise, without any difference between the two trials. RH
face
during the exercise was greater in the mask trial. Hot sensation was greater in the mask trial, but no influence on fatigue and thirst was found. These results suggest that wearing a surgical mask does not increase the risk of heat stroke during mild exercise in moist heat.