Objective. Exertional heat illness (EHI) remains a challenge for those that exercise in hot and humid environments. Physiological status monitoring is an attractive method for assessing EHI risk and a critical component of recommended layered risk management approaches. While there is consensus that some combination of core body temperature, mean skin temperature, heart rate, and hydration provide an indication of heat strain, a field-feasible metric that correlates to EHI incidence has not been identified. Approach. We present a comparison of five practicable heat strain indices (skin temperature, estimated core temperature, core–skin temperature difference, Physiological Strain Index (PSI), and Adaptive Physiological Strain Index (aPSI) for 5080 U.S. Marine Corps recruits during an intense multi-day physical assessment. We considered the ability of the calculated indices in predicting the 30 EHI cases that occurred during our study. Main results. aPSI and single-point skin temperature identified 86.7% and 83.3% of EHI cases, respectively (∼35 min alert time and ∼15% false positive rate). PSI and core–skin temperature difference were only able to identify 63.3% and 60% of EHI cases. Estimated core temperature only identified 23.3% of EHIs. Critically, the cases missed by aPSI included two individuals with fevers from viral infections, and two cases of heat exhaustion who had moderate field rectal temperatures (<39 °C); the rectal temperatures of false negatives for Tsk ranged from 38.3 °C–40.3 °C (mean 39.1 ± 0.7 °C). Significance. aPSI is demonstrated as the first field-practical exertional heat strain index that accurately identifies EHI risk in real time.