Heat stroke is a life-threatening condition that can be fatal if not appropriately managed. Although heat stroke has been recognised as a medical condition for centuries, a universally accepted definition of heat stroke is lacking and the pathology of heat stroke is not fully understood. Information derived from autopsy reports and the clinical presentation of patients with heat stroke indicates that hyperthermia, septicaemia, central nervous system impairment and cardiovascular failure play important roles in the pathology of heat stroke. The current models of heat stroke advocate that heat stroke is triggered by hyperthermia but is driven by endotoxaemia. Endotoxaemia triggers the systemic inflammatory response, which can lead to systemic coagulation and haemorrhage, necrosis, cell death and multi-organ failure. However, the current heat stroke models cannot fully explain the discrepancies in high core temperature (Tc) as a trigger of heat stroke within and between individuals. Research on the concept of critical Tc as a limitation to endurance exercise implies that a high Tc may function as a signal to trigger the protective mechanisms against heat stroke. Athletes undergoing a period of intense training are subjected to a variety of immune and gastrointestinal (GI) disturbances. The immune disturbances include the suppression of immune cells and their functions, suppression of cell-mediated immunity, translocation of lipopolysaccharide (LPS), suppression of anti-LPS antibodies, increased macrophage activity due to muscle tissue damage, and increased concentration of circulating inflammatory and pyrogenic cytokines. Common symptoms of exercise-induced GI disturbances include diarrhoea, vomiting, gastrointestinal bleeding, and cramps, which may increase gut-related LPS translocation. This article discusses the current evidence that supports the argument that these exercise-induced immune and GI disturbances may contribute to the development of endotoxaemia and heat stroke. When endotoxaemia can be tolerated or prevented, continuing exercise and heat exposure will elevate Tc to a higher level (>42 degrees C), where heat stroke may occur through the direct thermal effects of heat on organ tissues and cells. We also discuss the evidence suggesting that heat stroke may occur through endotoxaemia (heat sepsis), the primary pathway of heat stroke, or hyperthermia, the secondary pathway of heat stroke. The existence of these two pathways of heat stroke and the contribution of exercise-induced immune and GI disturbances in the primary pathway of heat stroke are illustrated in the dual pathway model of heat stroke. This model of heat stroke suggests that prolonged intense exercise suppresses anti-LPS mechanisms, and promotes inflammatory and pyrogenic activities in the pathway of heat stroke.