Abstract Background Exertional heatstroke (EHS), a fatal illness, pronounces multiple organ dysfunction syndrome (MODS) and high mortality rate. Currently, no ideal factor prognoses EHS. Decreased monocyte human leukocyte‐DR antigen (mHLA‐DR) has been observed in critically ill individuals, particularly in those with sepsis. While most research focus on the pro‐inflammatory response exploration in EHS, there are few studies related to immunosuppression, and no report targeted on mHLA‐DR in EHS. The present study tried to explore the prognostic value of mHLA‐DR levels in EHS patients. Methods This was a single‐center retrospective study. Clinical data of EHS patients admitted to the intensive care unit of the General Hospital of Southern Theatre Command between January 1, 2008, and December 31, 2020, were recorded and analyzed. Results Seventy patients with 54 survivors and 16 nonsurvivors were ultimately enrolled. Levels of mHLA‐DR in the nonsurvivors (41.8% [38.1–68.1]%) were significantly lower than those in the survivors (83.1% [67.6–89.4]%, p