The adage "men perspire, women glow" is correct, according to Japanese researchers, who found men are much more efficient at sweating.
Women unused to physical exercise had the worst sweating response, says the research in Experimental Physiology which confirms previous findings.
This could mean women suffer more in hot temperatures as sweating helps the body deal with heat.
A UK expert said women had less body fluid so could not lose as much as men.
The researchers asked 37 people to cycle continuously for an hour in a controlled climate with increasing intensity intervals.
They were divided into four groups - trained and untrained females, trained and untrained men - and the rate at which they produced sweat was measured.
The results of the study showed that while physical training increases sweating in both men and women, the degree of increase is greater in men.
And the difference in sweating between the sexes became more pronounced as the intensity of the exercise increased.
The sweating rate depends on the sweat output per gland.
But women needed to get hotter, or work harder, than men before they got sweaty, says the study.
This was particularly noticeable in the untrained women.
Sweating is known to help the body perform for longer when exercising.
Previous studies have shown that men have a higher sweat output than women, in part because testosterone is believed to enhance the sweating response.
Lead researcher Yoshimitsu Inoue, from the Laboratory for Human Performance Research at Osaka International University, said: "It appears that women are at a disadvantage when they need to sweat a lot during exercise, especially in hot conditions."
Mr Inoue explained why he believes the sexes have evolved to sweat differently.
"Women generally have less body fluid than men and may become dehydrated more easily.
"Therefore the lower sweat loss in women may be an adaptation strategy that attaches importance to survival in a hot environment, while the higher sweat rate in men may be a strategy for greater efficiency of action or labour," he said.
The findings could help to shed light on why men and women cope differently with extremes of temperature like heatwaves.
But researchers says that exercising regularly before a heatwave comes will help both men and women acclimatise better.
Professor Tim Cable, director of the school of sports and exercise studies at Liverpool John Moores University, said sweating is a good thing not a bad thing.
"The cooling effect on the body happens more quickly when we sweat. Females can less afford to lose fluid than males because they have a smaller store of body fluids to start with."
"It's likely that women lose heat by other mechanisms. They may lose more heat via the skin because of their size and surface area - in the same way that smaller animals lose more heat than big animals," he said.