Introduction: Fatigue occurs earlier when working at corresponding exercise intensities in hot compared with cool conditions. Psychological skills training (PST) can modify the responses evoked by thermal stimuli such as the respiratory responses on immersion to cold water. This study tested the hypothesis that a 4-d PST package would significantly increase the distance covered during 90 min of running in the heat. Method: Eighteen subjects completed three maximal-effort runs (R1, R2, R3) of 90 min in the heat (30°C; 40% RH). After R2, subjects were matched and randomly allocated to either a control group (CG) or psychological skills group (PSG). Between R2 and R3, the CG (N = 8) continued their normal activities, and the PSG (N = 10) received PST to help them tolerate unpleasant sensations arising from exercising in the heat, and to suppress the temptation to lower their work intensity. Key measures include distance covered, V˙O2, skin (Tsk) and aural temperature (Tau), RPE, sweat production and evaporation, interleukin-6 (IL-6), and prolactin (PRL) in whole blood. Results: The distances covered in the CG did not differ between runs. In the PSG, there were no differences in the distance run between R1 and R2, but they ran significantly farther in R3 (8%; 1.15 km); there were no between-group differences. There were no significant differences between R1 and R3 in peak Tau, Tsk, sweat volumes, IL-6, and PRL (P > 0.05) in either group. Conclusion: PST suppressed the temptation to reduce exercise intensity during R3. It is concluded that PST can improve running performance in the heat. The precise mechanisms underpinning these improvements are unclear; however, their implications for unblinded experimental design are not.