Purpose: This study aimed to determine the effect of different air velocities on heat exchange and performance during prolonged self-paced exercise in the heat. Methods: Twelve male cyclists performed a 700-kJ time trial in four different air velocity conditions (still air, 16, 30, and 44 km & BULL;h(-1)) in 32 & DEG;C and 40% relative humidity. Performance, thermal, cardiovascular, and perceptual responses were measured, and heat balance parameters were estimated using partitional calorimetry, including the maximum potential for sweat evaporation (E-max). Results: Mean power output was lower in still air (232 & PLUSMN; 42 W) than 16 (247 & PLUSMN; 30 W), 30 (250 & PLUSMN; 32 W), and 44 km & BULL;h(-1) (248 & PLUSMN; 32 W; all P < 0.001), but similar between the 16-, 30-, and 44-km & BULL;h(-1) air velocity conditions (P & GE; 0.275). E-max was lower in still air (160 & PLUSMN; 13 W & BULL;m(-2)) than 16 (298 & PLUSMN; 25 W & BULL;m(-2)), 30 (313 & PLUSMN; 23 W & BULL;m(-2)), and 44 km & BULL;h(-1) (324 & PLUSMN; 31 W & BULL;m(-2)) and lower in 16 than 44 km & BULL;h(-1) (all P < 0.001). Peak core temperature was higher in still air (39.4 & DEG;C & PLUSMN; 0.7 & DEG;C) than 16 (39.0 & DEG;C & PLUSMN; 0.45 & DEG;C), 30 (38.8 & DEG;C & PLUSMN; 0.3 & DEG;C), and 44 km & BULL;h(-1) (38.8 & DEG;C & PLUSMN; 0.5 & DEG;C; all P & LE; 0.002). Mean skin temperature was lower with greater airflow (P < 0.001) but similar in 30 and 40 km & BULL;h(-1) (P = 1.00). Mean heart rate was similar to 2 bpm higher in still air than 44 km & BULL;h(-1) (P = 0.035). RPE was greater in still air than 44 km & BULL;h(-1) (P = 0.017). Conclusions: Self-paced cycling in still air was associated with a lower E-max and subsequently higher thermal strain, along with a similar or greater cardiovascular strain, despite work rate being lower than in conditions with airflow. The similarity in performance between the 16-, 30-, and 44-km & BULL;h(-1) air velocity conditions suggests that airflow & GE;16 km & BULL;h(-1) does not further benefit self-paced exercise performance in the heat because of modest improvements in evaporative efficiency.