Exercise and physical labor in hot, humid environments carries the risk of heat-related injury and reduced exercise capacity. The purpose of this study was to evaluate the effect of wearing a shirt woven from a titanium dioxide (TiO2)-infused yarn on the physiological response to exercise in a hot, humid environment. Volunteers (N = 14) were recruited to participate in two exercise trials (45 min of interval treadmill exercise at 35 °C, 55% RH): control (Nylon 66) and a TiO2-shirt (Nylon 66 with 3% TiO2). Rating of perceived exertion (RPE), perceived thermal comfort (TC), and exercise capacity at specific physiological strain index (PSI) cut-points (5.0, 7.5, and 9.0) were measured. Significantly lower RPE/TC and improved exercise capacity at PSI 7.5 and 9.0 were observed when wearing TiO2 (p < 0.05). On a preliminary basis, these results demonstrate, the potential of TiO2-infused clothing to improve perceptions of exertion/environment and exercise capacity.