Exertional heat stroke (HS) is a hyperthermic crisis triggered by an excessive accumulation of Ca2+ in skeletal muscle fibers. We demonstrated that exercise leads to the formation of calcium entry units (CEUs), which are intracellular junctions that reduce muscle fatigue by promoting the recovery of extracellular Ca2+ via store-operated Ca2+ entry (SOCE). Here, we tested the hypothesis that exercise-induced assembly of CEUs may increase the risk of HS when physical activity is performed in adverse environmental conditions (high temperature and humidity). Adult mice were: (a) first, divided into three experimental groups: control, trained-1 month (voluntary running in wheel cages), and acutely exercised-1 h (incremental treadmill run); and (b) then subjected to an exertional stress (ES) protocol, a treadmill run in an environmental chamber at 34 °C and 40% humidity. The internal temperature of the mice at the end of the ES was higher in both pre-exercised groups. During an ES ex-vivo protocol, extensor digitorum longus(EDL) muscles from the trained-1 month and exercised-1 h mice generated greater basal tension than in the control and were those that contained a greater number of CEUs, assessed by electron microscopy. The data collected suggest that the entry of Ca2+ from extracellular space via CEUs could contribute to exertional HS when exercise is performed in adverse environmental conditions.