Exercise is a common trigger of heat-related illness (HRI) events in dogs, accounting for 74% of canine HRI cases treated under primary veterinary care in the United Kingdom. However, few empirical studies have evaluated the effectiveness of differing cooling methods for dogs with exertional hyperthermia or HRI. This study aimed to prospectively evaluate effects of ambient conditions and post-exercise management practices (cooling methods and vehicular confinement) on the post-exercise temperature change of dogs participating in UK canicross events. Canine temperature was recorded at three intervals post-exercise: as close as possible to 0- (immediately post-exercise), 5-, and 15-min post-exercise. Ambient conditions and post-exercise management were recorded for 115 cooling profiles from 52 dogs. In 28/115 (24.4%) profiles, the dog's temperature increased during the first 5-min post-exercise. Overall, 68/115 (59.1%) profiles included passive cooling (stood or walked outside), 35 (30.4%) active cooling (cold-water immersion or application of a cooling coat), and 12 (10.4%) involved no cooling and were immediately housed in vehicles. No dogs developed hypothermia during the study and no adverse effects were observed from any cooling method. In hyperthermic dogs, overall post-exercise body temperature change was significantly negatively associated (i.e. the dogs cooled more) with 0-min post-exercise body temperature (β = −0.93, p < 0.001), and not being housed in a vehicle (β = −0.43, p = 0.013). This study provides evidence cold-water immersion (in water at 0.1–15.0 °C) can be used to effectively and safely cool dogs with exertional hyperthermia. Progressive temperature increases in many dogs - even after exercise has terminated - supports the message to “cool first, transport second” when managing dogs with HRI. When transporting dogs post-exercise or with HRI even after active cooling, care should be taken to cool the vehicle before entry and promote air movement around the dog during transport to facilitate ongoing cooling and prevent worsening of hyperthermia during travel.