Women can now serve in Ground Close Combat (GCC) roles, where they may be required to operate alongside men in hot environments. However, relative to the average male soldier, female soldiers are less aerobically fit, with a smaller surface area (AD), lower mass (m) with higher body fat, and a larger AD/m ratio. This increases cardiovascular strain, reduces heat exchange with the environment, and causes a greater body temperature increase for a given heat storage, although a large AD/m ratio can be advantageous. Physical employment standards for GCC roles might lessen the magnitude of fitness and anthropometric differences, yet even when studies control for these factors, women sweat less than men at high work rates. Therefore, the average female in a GCC role is likely to be at a degree of disadvantage in many hot environments and particularly during intense physical activity in hot-arid conditions, although heat acclimation may mitigate some of this effect. Any thermoregulatory disadvantage may be exacerbated during the mid-luteal phase of the menstrual cycle, although the data are equivocal. Likewise, sex differences in behavioural thermoregulation and cognition in the heat are not well understood. Interestingly, there is often lower reported heat-illness incidence in women, although the extent to which this is influenced by behavioural factors or historic differences in role allocation is unclear. Indeed, much of the extant literature lacks ecological validity and more work is required to fully understand sex differences to exercise heat-stress in a GCC context.