Previous studies suggest that the maximum oxygen uptake (VO2max) and the Wingate anaerobic test performances are decreased in hot environments, but it is unknown whether humidity changes in a hot environment further affect the results of the VO2max and Wingate anaerobic test. Nine male athletes performed VO2max and Wingate anaerobic tests under three environmental conditions: (1) 21 °C/20% relative humidity (R.H.) (control); (2) 33 °C/20% R.H. (hot–dry); and (3) 33 °C/80% R.H. (hot–wet). The participants' weight, oral temperature, and skin temperature were recorded pre-exercise and postexercise. The heart rate was monitored continuously throughout the exercise. Compared to the control condition, the hot–dry and the hot–wet conditions had lower VO2max values (control at 3779.0 ± 234.3 mL/min vs. hot–dry at 3528.2 ± 467.4 mL/min and hot–wet at 3595.9 ± 274.6 mL/min; p < 0.05). However, there was no difference in the VO2max between the hot–dry and the hot–wet conditions. A decrease in the postexercise oral-to-skin temperature gradient was strongly correlated with decreased VO2max (mL kg−1 min−1) in all conditions (r = 0.835, p < 0.001). There was no significant difference between the conditions in the peak power and anaerobic capacity during the Wingate anaerobic test. The VO2max was impaired in the hot–dry and in the hot–wet conditions, compared to the control condition; however, the different humidity levels (i.e. hot–dry vs. hot–wet) had no effect on the VO2max. The postexercise oral-to-skin temperature gradient was in line with the variance in VO2max in all three different environmental conditions. The Wingate anaerobic test performance was not affected by the hot–dry or the hot–wet conditions, compared to the control environment. These results suggest that different relative humidity conditions do not affect the VO2max or the Wingate anaerobic test performance in hot environments.