Animals suffering from heatstroke (HS) after physical effort may have different heat-related core temperature (Tc) responses compared with passive HS. In the present study, conscious and unrestrained rats were exposed to ambient temperature (Ta) of 39.5°C ± 0.2°C with or without running (run-heated or rest-heated, respectively) until HS onset, which was defined as the systolic blood pressure starting to drop. In comparison with rest-heated rats, run-heated rats had a significantly shorter latency of HS onset. Physical effort did not have significant influence on hyperthermia severity (43.3°C ± 0.2°C at rest-heated, and 43.4°C ± 0.2°C at run-heated), but it could significantly decrease the thermal load to develop HS (315.1°C ± 37.3°C·min for rest-heated, and 133.5 ± 21.4 °C·min for run-heated). Working component during heat exposure may contribute to a decreased survival rate of HS (46.9% at rest-heated and 31.3% at run-heated). Impaired heat dissipation during recovery may be responsible for relative poor survival of run-heated rats. In both groups, survival was affected by Tc at HS onset and thermal area. Hypothermia (Tc <35°C) developed after HS onset, with no significant difference in Tc,min between the rest-heated and run-heated groups. These thermoregulatory responses to HS after physical effort may provide insight into HS pathophysiology.