Background: Athletes in combat sports, such as judo, often experience muscle cell damage due to physical and metabolic stress. This study investigates the impact of anaerobic interval exercises involving both upper and lower limbs at different temperatures on physiological indicators. Methods: Fifteen judokas, with an average age of 20.7 ± 2.0 years, participated in the study. They had an average body height of 178 ± 6.3 cm, body mass of 76.3 ± 12.6 kg, VO2max of 43.2 ± 7.8 mL·kg−1, and peak power of 12.1 W·kg−1. The main experiment involved performing five sequences of pulsating exercise on a cycle ergometer for both upper and lower limbs. This was conducted in a thermoclimatic chamber set at temperatures of 21 ± 0.5 °C and 31 ± 0.5 °C with a relative humidity of 50 ± 5%. The sequences alternated pulsations of varying durations and loads between the upper and lower limbs, with a 15 min break following each sequence. Within each sequence, participants underwent four anaerobic limb tests. Biochemical markers, including interleukin-1β (IL-1β), interleukin-6 (IL-6), and heat shock protein 70 (HSP70), were measured using the enzyme-linked immunosorbent assay (ELISA) method before and after exercise, and again at 1, 24, and 48 h post-exercise. Muscle cell damage was evaluated based on lactate dehydrogenase (LDH) activity and myoglobin (Mb) concentration. Results: Both temperature conditions elicited physiological and biochemical responses. Positive correlations were observed between white blood cell count (WBC) and LDH concentration at 21 °C, as well as between WBC and IL-6 at 21 °C. At 31 °C, correlations were seen between WBC and myoglobin, and WBC and LDH. Conclusions: Muscle cell damage was evident under both conditions, as indicated by increased myoglobin levels. These findings offer insights into training strategies and underscore the physiological responses observed in combat sports athletes.