Abstarct: Background and Objectives: With the increasing prevalence of physical activity in hot environments, understanding the physiological effects of heat stress on the brain has become essential. Chronic heat stress may impair cognitive function by inducing oxidative damage and altering the exxpression of BDNF and CREB2 proteins. The present study aimed to investigate the combined effects of endurance training, local body cooling, and coenzyme Q10 supplementation on BDNF and CREB2 levels in the brain. Materials and Methods: This experimental study with a pretest–posttest design was conducted on 48 male Wistar rats (6–8 weeks old, 200–250 g). Animals were randomly divided into six groups: (1) control, (2) training in a normal environment, (3) training in a hot environment, (4) training in a hot environment + Q10, (5) training in a hot environment + cooling, and (6) training in a hot environment + Q10 + cooling. An incremental endurance training protocol was performed for eight weeks, six sessions per week. Cooling was applied via ice compresses, and coenzyme Q10 (150 mg/kg) was administered through pelletized food. BDNF and CREB2 levels were assessed using gene exxpression analysis and hematoxylin–eosin staining. Data were analyzed using the Kruskal–Wallis and Dunn’s post hoc tests at a significance level of p ≤ 0.05. Results: Training in a hot environment reduced BDNF gene exxpression, increased CREB2 exxpression, and caused hippocampal tissue damage including pyknosis, edema, and disruption of the pyramidal laxyer. Neither precooling nor Q10 supplementation alone provided protective effects; however, their combined application partially attenuated neuronal damage. These findings indicate that heat stress induces concurrent molecular and structural alterations in the brain, and the protective effects of auxiliary interventions become evident only when applied together.