Humans can easily generate more than 1000 W of heat during heavy exercise. This heat has to be transferred to the environment to stay in thermal equilibrium. During exercise in extreme cold, heat loss may exceed heat production, and clothing is necessary to prevent hypothermia. It will be shown how ISO standard 11079 can be used to assess the necessary clothing insulation. In the heat, clothing is necessary in sports for identification, ethical reasons, and to protect our body against impact. Guidelines and examples will be supplied on factors to consider to prevent discomfort and optimize performance during exercise in the heat.