The introduction of molecular biology to thermoregulation was delayed compared with its application in other research fields pertinent to human health and disease. Using principles from molecular biology, we revisited fundamental problems in integrative and environmental physiology and were able to explore new research horizons. Global genomic responses in tandem with an appropriate physiological experimental model are a good experimental design strategy that can unravel the molecular mechanisms underlying integrative thermoregulatory responses. In this way, dynamic adaptation models, with accentuated or diminished regulatory circuits, triggered by superimposition of novel stressors sharing similar protective pathways, have significant benefits. On the basis of this approach, we will discuss the molecular physiological linkage of heat acclimation alone or combined with exercise training and decipher stress-specific genes in the thermoregulatory circuits in the heart and skeletal muscles. Opposing/competing adaptive features are required for each of the above-mentioned physiological conditions. Aerobic training increases the capacity to store/use ATP. In contrast, the acclimated phenotype attempts to counteract excessive heat production. Nevertheless, both treatments augment muscle force generation. These changes are tissue-specific; in the exercise-trained rat heart, there is up-regulation of Ca2+-induced Ca2+ release mechanism genes, whereas in the skeletal muscle (soleus), the enrichment is found in genes involved in metabolism. The final issue discussed in this review is the possibility that heat shock proteins serve as consensus markers of heat stress. The role of the autonomic nervous system in their induction during heat stress and how they affect integrative body systems are described.