This study assessed the additive effects of passive heating and exercise on cardiac baroreflex sensitivity (cBRS) and heart rate variability (HRV). Twelve healthy young men (25 ± 1 yr, 23.8 ± 0.5 kg/m) randomly underwent two experimental sessions: heat stress (HS; whole body heat stress using a tube-lined suit to increase core temperature by ~1°C) and normothermia (NT). Each session was composed of a preintervention rest (REST1); HS or NT interventions; postintervention rest (REST2); and 14 min of cycling exercise [7 min at 40%HR (EX1) and 7 min at 60%HR (EX2)]. Heart rate and finger blood pressure were continuously recorded. cBRS was assessed using the sequence (cBRS) and transfer function (cBRS) methods. HRV was assessed using the indexes standard deviation of RR intervals (SDNN) and root mean square of successive RR intervals (RMSSD). cBRS and HRV were not different between sessions during EX1 and EX2 (i.e., matched heart rate conditions: EX1 = 116 ± 3 vs. 114 ± 3 and EX2 = 143 ± 4 vs. 142 ± 3 beats/min but different workloads: EX1 = 50 ± 9 vs. 114 ± 8 and EX2 = 106 ± 10 vs. 165 ± 8 W; for HS and NT, respectively; P < 0.01). However, when comparing EX1 of NT with EX2 of HS (i.e., matched workload conditions but with different heart rates), cBRS and HRV were significantly reduced in HS (cBRS = 1.6 ± 0.3 vs. 0.6 ± 0.1 ms/mmHg, P < 0.01; SDNN = 2.3 ± 0.1 vs. 1.3 ± 0.2 ms, P < 0.01). In conclusion, in conditions matched by HR, the addition of heat stress to exercise does not affect cBRS and HRV. Alternatively, in workload-matched conditions, the addition of heat to exercise results in reduced cBRS and HRV compared with exercise in normothermia. NEW & NOTEWORTHY The present study assessed cardiac baroreflex sensitivity during the combination of heat and exercise stresses. This is the first study to show that prior whole body passive heating reduces cardiac baroreflex sensitivity and autonomic modulation of heart rate during exercise. These findings contribute to the better understanding of the role of thermoregulation on cardiovascular regulation during exercise.