The purpose of this study is to determine whether thermoregulatory capacity is altered by multiple sclerosis (MS) during exercise in the heat. Sixteen MS participants (EDSS: 2.9 ± 0.9; 47 ± 8 yr; 77.6 ± 14.0 kg) and 14 healthy control (CON) participants (43 ± 11 yr; 78.6 ± 17.0 kg) cycled at a heat production of 4 W·kg⁻¹ for 60 min at 30°C, 30% relative humidity (RH) (Warm). A subset of eight MS (EDSS: 2.6 ± 0.5; 44 ± 8 yr; 82.3 ± 18.2 kg) and 8 CON (44 ± 12 yr; 81.2 ± 21.1 kg) also exercised at 35°C, 30% RH (Hot). Rectal temperature (T_re), mean skin (T_sk) temperature, and local sweat rate (LSR) on the upper back (LSR_back) and forearm (LSR_arm) were measured. All CON, and only 9 of 16 and 7 of 8 MS participants completed 60 min of exercise in Warm and Hot trials, respectively. All MS participants who were unable to complete exercise stopped with a ΔT_re between 0.2 and 0.5°C. The time to reach a ΔT_re of 0.2°C was similar (MS: 28 ± 15 min, CON: 32 ± 18 min; P = 0.51). For MS participants, completing 60-min of exercise in Warm, ΔT_re ( P = 0.13), ΔT_sk ( P = 0.45), LSR_back ( P = 0.69), and LSR_arm ( P = 0.54) was similar to CON, but ΔT_b (body temperature) (MS: 0.16 ± 0.13°C, CON: 0.07 ± 0.06°C; P = 0.02) and onset time (MS: 16 ± 10 min, CON: 8 ± 5 min; P = 0.02) for sweating were greater in MS. Similarly, in Hot, ΔT_re ( P = 0.52), ΔT_sk ( P = 0.06), LSR_back ( P = 0.59), and LSR_arm ( P = 0.08) were similar, but ΔT_b (MS: 0.19 ± 0.16°C, CON: 0.06 ± 0.04°C; P = 0.04) and onset time (MS: 13 ± 7 min, CON: 6 ± 3 min; P = 0.02) for sweating were greater in MS. Even at 35°C, a delayed sweating onset did not alter heat loss to sufficiently affect exercise-induced rises in core temperature. Heat intolerance with MS does not seem attributable to thermoregulatory impairments.