Active individuals often perform exercises in the heat following heat stress exposure (HSE) regardless of the time-of-day and its variation in body temperature. However, there is no information concerning the diurnal effects of a rise in body temperature after HSE on subsequent exercise performance in a hot environnment. This study therefore investigated the diurnal effects of prior HSE on both sprint and endurance exercise capacity in the heat. Eight male volunteers completed four trials which included sprint and endurance cycling tests at 30 °C and 50% relative humidity. At first, volunteers completed a 30-min pre-exercise routine (30-PR): a seated rest in a temperate environment in AM (AmR) or PM (PmR) (Rest trials); and a warm water immersion at 40 °C to induce a 1 °C increase in core temperature in AM (AmW) or PM (PmW) (HSE trials). Volunteers subsequently commenced exercise at 0800 h in AmR/AmW and at 1700 h in PmR/PmW. The sprint test determined a 10-sec maximal sprint power at 5 kp. Then, the endurance test was conducted to measure time to exhaustion at 60% peak oxygen uptake. Maximal sprint power was similar between trials (p = 0.787). Time to exhaustion in AmW (mean±SD; 15 ± 8 min) was less than AmR (38 ± 16 min; p < 0.01) and PmR (43 ± 24 min; p < 0.01) but similar with PmW (24 ± 9 min). Core temperature was higher from post 30-PR to 6 min into the endurance test in AmW and PmW than AmR and PmR (p < 0.05) and at post 30-PR and the start of the endurance test in PmR than AmR (p < 0.05). The rate of rise in core temperature during the endurance test was greater in AmR than AmW and PmW (p < 0.05). Mean skin temperature was higher from post 30-PR to 6 min into the endurance test in HSE trials than Rest trials (p < 0.05). Mean body temperature was higher from post 30-PR to 6 min into the endurance test in AmW and PmW than AmR and PmR (p < 0.05) and the start to 6 min into the endurance test in PmR than AmR (p < 0.05). Convective, radiant, dry and evaporative heat losses were greater on HSE trials than on Rest trials (p < 0.001). Heart rate and cutaneous vascular conductance were higher at post 30-PR in HSE trials than Rest trials (p < 0.05). Thermal sensation was higher from post 30-PR to the start of the endurance test in AmW and PmW than AmR and PmR (p < 0.05). Perceived exertion from the start to 6 min into the endurance test was higher in HSE trials than Rest trials (p < 0.05). This study demonstrates that an approximately 1 °C increase in core temperature by prior HSE has the diurnal effects on endurance exercise capacity but not on sprint exercise capacity in the heat. Moreover, prior HSE reduces endurance exercise capacity in AM, but not in PM. This reduction is associated with a large difference in pre-exercise core temperature between AM trials which is caused by a relatively lower body temperature in the morning due to the time-of-day variation and contributes to lengthening the attainment of high core temperature during exercise in AmR.