Following change is noted during exercise

During strenuous exercise, the body&;s heat production may exceed 1000 W. Some of the heat produced is stored, raising body core temperature by a few degrees. Rises in body temperature are sensed by central and skin thermoreceptors and this sensory information are processed by the hypothalamus to trigger appropriate effector responses. Other sensory inputs from baroreceptors and osmoreceptors can modify these responses.