Heat stress causes reductions in well-being and health. As average annual temperatures increase, heat stress is expected to affect more people. While most research on heat stress has explored how exposure to heat affects functioning of the human organism, stress from heat can be manifest long before clinical symptoms are evident, with profound effects on behavior. Here we add to the little research conducted on these subclinical effects of environmental heat using results from an Australian-wide cross-sectional study of nearly 2000 respondents on their self-reported level of heat stress. Slightly less than half (47%) of the respondents perceived themselves as at least sometimes, often or very often stressed by heat during the previous 12 months. Health status and smoking behavior had the expected impact on self-reported perceived heat stress. There were also regional differences with people living in South Australia, Victoria and New South Wales most likely to have reported to have felt heat stressed. People generally worried about climate change, who had been influenced by recent heat waves and who thought there was a relationship between climate change and health were also more likely to have been heat stressed. Surprisingly average maximum temperatures did not significantly explain heat stress but stress was greater among people who perceived the day of the survey as hotter than usual. Currently heat stress indices are largely based on monitoring the environment and physical limitations to people coping with heat. Our results suggest that psychological perceptions of heat need to be considered when predicting how people will be affected by heat under climate change and when developing heat relief and climate change adaptation plans, at work, at home or in public spaces. We further conclude that the perception of temperature and heat stress complements measures that assess heat exposure and heat strain.