Sex differences in heart rate (HR) and heart rate variability (HRV), a surrogate of cardiac autonomic modulation, are evident during rest and exercise in young healthy individuals. However, it remains unclear whether sex impacts HRV during prolonged exercise at differing levels of environmental heat stress. Therefore, we completed a secondary analysis upon the effects of sex and wet-bulb globe temperature (WBGT) on HR and HRV during prolonged exercise. To achieve this, HR and HRV were assessed in non-endurance-trained and non-heat-acclimatised healthy men (n = 19) and women (n = 15) aged 18-45 years during 180 min of treadmill walking at a moderate metabolic rate (200 W/m2: equivalent to ∼35% peak aerobic power) in 16, 24, 28, and 32 °C WBGT. In the final 5 min prior to exercise termination, HR was observed to be higher in women relative to men in all but the 32 °C WBGT. Although no sex differences were observed for the HRV metric of root-mean-square of successive differences, high-frequency power was higher in women relative to men across WBGT conditions. These findings indicate that, in healthy non-heat-acclimatised individuals, women respond to prolonged exercise-heat stress with a greater increase in HR despite cardiac vagal autonomic modulation remaining equal or increasing compared to men. Novelty: Prior to exercise termination, females respond with a greater increase in HR under all WBGTs except the hottest (32 °C). Sex influenced HRV metrics during all WBGTs, but results were mixed. Further characterisation of HRV sex differences remains an important area of research.