This review focuses on the characteristics of heat-loss responses during exercise with respect to non-thermal factors. In addition, the effects of physical training on non-thermal heat-loss responses are discussed. When a subject is already sweating the sweating rate increases at the onset of dynamic exercise without changes in core temperature, while cutaneous vascular conductance (skin blood flow) is temporarily decreased. Although exercise per se does not affect the threshold for the onset of sweating, it is possible that an increase in exercise intensity induces a higher sensitivity of the sweating response. Exercise increases the threshold for cutaneous vasodilation, and at higher exercise intensities, the sensitivity of the skin-blood-flow response decreases. Facilitation of the sweating response with increased exercise intensity may be due to central command, peripheral reflexes in the exercising muscle, and mental stimuli, whereas the attenuation of skin-blood-flow responses with decreased cutaneous vasodilation is related to many non-thermal factors. Most non-thermal factors have negative effects on magnitude of cutaneous vasodilation; however, several of these factors have positive effects on the sweating response. Moreover, thermal and non-thermal factors interact in controlling heat-loss responses, with non-thermal factors having a greater impact until core temperature elevations become significant, after which core temperature primarily would control heat loss. Finally, as with thermally induced sweating responses, physical training seems to also affect sweating responses governed by non-thermal factors.