Heat stress poses a serious threat to health and performance during strenuous outdoor training, increasing the risk of heat-related illnesses such as heat cramps, heat exhaustion, and heat stroke. Despite its importance, limited research has focused on thermal comfort and safety during high-intensity student military training conducted in hot environments. This chapter investigates the relationships between environmental conditions, thermal indices—including Wet Bulb Globe Temperature (WBGT), Physiological Equivalent Temperature (PET), and Universal Thermal Climate Index (UTCI)—and subjective heat perceptions during a university military training program in Southern China. Freshmen students completed questionnaires on their thermal experiences, while simultaneous microclimate measurements were collected during training sessions. Results showed that some participants experienced heat syncope, and more than 30% reported profuse sweating, with air temperature exerting the strongest influence on thermal comfort. Analysis of regression models suggested the need to adjust stress categories for WBGT, PET, and UTCI to better reflect the vulnerability of students engaged in high-intensity outdoor training. These findings highlight the necessity of refining thermal safety thresholds to ensure both the well-being and training effectiveness of young populations under extreme heat conditions.