Menthol is a compound of plant origin and has recently been used to aid exercise performance in hot, humid environments. Menthol creates a sensation of coolness when applied to the skin or mucosal surfaces stimulating the cold receptors. In these environments, fatigue is known to be accelerated and feelings of being hot are one of the main contributors to the early onset of fatigue. However, current research indicates that nonthermal perceptual cooling interventions could alter behavior in the heat by reducing thermal perception. This would allow the athlete to feel cooler when exercising at the same work rate in the heat. Menthol has been investigated as an internal and external intervention. Greater benefits have currently been found for internal interventions than external methods. Future research should focus on the mechanisms, dosage, and timing of both internal and external interventions, and the role menthol could play within speed or strength.