The purpose of this study was to determine the physiological and psychological responses to laboratory vs. outdoor cycling. Twelve recreationally trained male cyclists participated in an initial descriptive testing session and 2 experimental trials consisting of 1 laboratory and 1 outdoor session, in a randomized order. Participants were given a standardized statement instructing them to give the same perceived effort for both the laboratory and outdoor 40-km trials. Variables measured include power output, heart rate (HR), core temperature, skin temperature, body weight, urine specific gravity (USG), Rating of Perceived Exertion (RPE), attentional focus, and environmental conditions. Wind speed was higher in the outdoor trial than in the laboratory trial (2.5 ± 0.6 vs. 0.0 ± 0.0 m·s-1, p = 0.02) whereas all other environmental conditions were similar. Power output (208.1 ± 10.2 vs. 163.4 ± 11.8 W, respectively, p < 0.001) and HR (152 ± 4 and 143 ± 6 b·min-1, respectively, p = 0.04) were higher in the outdoor trial than in the laboratory trial. Core temperature was similar, whereas skin temperature was cooler during the outdoor trial than during the laboratory trial (31.4 ± 0.3 vs. 33.0 ± 0.2° C, respectively, p < 0.001), thus creating a larger thermal gradient between the core and skin outdoors. No significant differences in body weight, USG, RPE, or attentional focus were observed between trials. These data indicate that outdoor cycling allows cyclists to exercise at a higher intensity than in laboratory cycling, despite similar environmental conditions and perceived exertion. In light of this, cyclists may want to ride at a higher perceived exertion in indoor settings to acquire the same benefit as they would from an outdoor ride.