Climate change is having a significant impact on the construction industry, particularly in regions with extreme climatic conditions such as Andalusia. This study examines the preparedness of small and medium-sized enterprises (SMEs) in the sector to address the risks associated with heat stress and its effects on occupational health and safety. To this end, a survey was designed and administered to professionals in the field of occupational risk prevention within the construction industry. The analysis focuses on two key aspects: the frequency and characteristics of heat-related accidents, and the preventive measures implemented by companies. The findings suggest that, although heat stress has traditionally been underestimated, risk perception is shifting, with an increasing adoption of mitigation strategies. Nevertheless, challenges remain, such as the lack of awareness regarding the long-term consequences of such incidents and the need to improve task allocation according to workers’ vulnerability. This study represents an initial exploratory phase, the results of which may serve as a foundation for future research aimed at developing more effective adaptation strategies and preventive policies to enhance the sector’s resilience to the impacts of climate change.