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The leukocyte heat shock response (HSR) is used to determine individual's thermotolerance. The HSR and thermotolerance are enhanced following interventions such as preconditioning and/or acclimation/acclimatization. However, it is unclear whether the leukocyte HSR is an appropriate surrogate for the HSR in other tissues implicated within the pathophysiology of exertional heat illnesses (e.g., skeletal muscle), and whether an acute preconditioning strategy (e.g., downhill running) can improve subsequent thermotolerance. Physically active, non-heat acclimated participants were split into two groups to investigate the benefits of hot downhill running as preconditioning strategy. A hot preconditioning group (HPC; n = 6) completed two trials (HPC1HOTDOWN and HPC2HOTDOWN) of 30 min running at lactate threshold (LT) on −10% gradient in 30°C and 50% relative humidity (RH) separated by 7 d. A temperate preconditioning group (TPC; n = 5) completed 30 min running at LT on a −1% gradient in 20°C and 50% (TPC1TEMPFLAT) and 7 d later completed 30 min running at LT on −10% gradient in 30°C and 50% RH (TPC2HOTDOWN). Venous blood samples and muscle biopsies (vastus lateralis; VL) were obtained before, immediately after, 3, 24, and 48 h after each trial. Leukocyte and VL Hsp72, Hsp90α, and Grp78 mRNA relative expression was determined via RT-QPCR. Attenuated leukocyte and VL Hsp72 (2.8 to 1.8 fold and 5.9 to 2.4 fold; p < 0.05) and Hsp90α mRNA (2.9 to 2.4 fold and 5.2 to 2.4 fold; p < 0.05) responses accompanied reductions (p < 0.05) in physiological strain [exercising rectal temperature (−0.3°C) and perceived muscle soreness (~ −14%)] during HPC2HOTDOWN compared to HPC1HOTDOWN (i.e., a preconditioning effect). Both VL and leukocyte Hsp72 and Hsp90α mRNA increased (p < 0.05) simultaneously following downhill runs and demonstrated a strong relationship (p < 0.01) of similar magnitudes with one another. Hot downhill running is an effective preconditioning strategy which ameliorates phy