We detail key considerations for the development of extreme heat policies in sport and exercise. Policies should account for the four environmental parameters (ambient temperature, humidity, air velocity, and mean radiant temperature) and two personal (activity and clothing) parameters that determine the prevailing thermoregulatory strain during exercise in the heat. Considerations for how to measure environmental stress and convey the level of risk are discussed. Finally, we highlight the need to include feasible cooling strategies that are relevant for the prevailing environmental conditions.