The goal of the study was to evaluate the changes in the thermal state of the body during a maximal aerobic test on a bicycle ergometer on the basis of the dynamics of the skin temperature on the forehead. Twenty male athletes regularly training in various sports (skiers, rock-climbers, boxers, etc.) participated in our study. The forehead’s skin temperature was recorded using a NEC TH9100 Infrared Thermal Imaging Camera. These results were put together with the data on the heart rate, gas exchange, and lactate concentration in peripheral blood, as well as with anthropometrical parameters. It was shown that on the basis of the dynamics of the skin temperature at the maximal workload, the subjects could be divided into two groups of different sizes. In the first group (two-thirds of all subjects, most of the athletes of this group practiced endurance sports), after a temperature decrease, a smooth temperature increase took place until exhaustion. In the second group (one-third of all subjects, athletes of various sports specializations), from the beginning of active sweat evaporation, the temperature decreased until exhaustion. In the first group, the lactate threshold (a blood lactate concentration of 4 mmol/l) corresponded to the beginning of the increase in temperature after its decrease as a result of sweat evaporation. In the second group, the lactate threshold corresponded to the phase of the decrease in temperature during active sweat evaporation. The differences between the groups were expressed in the correlations of the measured parameters; in a number of cases, the inversions of the signs of correlation were found. At the same time, no significant differences in the parameters of working capacity were found between two groups. All these findings indicate the possibility of at least two successful strategies of urgent adaptation of the thermoregulatory system to intense muscular work.