The maximal power that muscles can generate is reduced at low muscle temperatures. However, in prolonged heavy exercise in the heat, a high core temperature may be the factor limiting performance. Precooling has been shown to delay the attainment of hyperthermia. It is still unclear if the whole body should be cooled or if the active muscles should be excluded from cooling in order to maintain muscle power. An experiment was performed to compare thermal strain and gross efficiency following whole body or partial body cooling. Eight well-trained participants performed 40 min of 60 % V·O2max cycling exercise in a 30 °C, 70 % relative humidity climatic chamber after four different precooling sessions in a water perfused suit: N (no precooling), CC (45 min whole body precooling), WC (45 min lower body precooling), and CW (45 min upper body precooling). The uncooled body part was warmed in such a way that the core temperature did not differ from that in session N. Gross efficiency was used to compare performance between the sessions since it indicates how much oxygen is needed for a certain external load. The gross efficiency did not differ significantly between the sessions. Differences in heat loss and heat storage were observed during the first 20 min of exercise. The evaporative heat loss in session WC (305 ± 67 W) and CW (284 ± 68 W) differed from session N (398 ± 77 W) and CC (209 ± 58 W). More heat was stored in session CC (442 ± 125 W) than in sessions WC (316 ± 39 W), CW (307 ± 63 W), and N (221 ± 65 W). It was confirmed that precooling reduces heat strain during exercise in the heat. No differences in heat strain and gross efficiency were observed between precooling of the body part with the exercising muscles and precooling of the tissues elsewhere in the body.