Dexamethasone (DXM) is known as an immunosuppressive drug used for inflammation control. In the present study, we attempted to examine whether DXM administration could attenuate the hypercoagulable state and the overproduction of pro-inflammatory cytokines, improve arterial hypotension, cerebral ischemia and damage, and vital organ failure in a rat model of heat stroke. The results indicated that all the rats suffering from heat stroke showed high serum levels of tumor necrosis factor-α (TNF-α) and interleukin-1β (IL-1β), accompanied with increased prothrombin time, activated partial thromboplastin time and D-D dimer, and decreased protein C. During the induction period of heat stroke, plasma levels of blood urea nitrogen (BUN), creatinine, glutamic oxaloacetic transaminase (SGOT), glutamic pyruvic transaminase (SGPT), and alkaline phosphatase (ALP), were consistently increased. High striatal levels of glycerol, glutamate, and lactate/pyruvate were simultaneously detected. On the contrary, the mean arterial pressure, plasma levels of interleukin-10 (IL-10), and local cerebral blood flow at the striatum were all decreased. Importantly, intravenous administration of DXM substantially ameliorated the circulatory dysfunction, systematic inflammation, hypercoagulable state, cerebral ischemia and damage during the induction period of heat stroke. These findings demonstrated that DXM may be an alternative therapy that can ameliorate heat stroke victims by attenuating activated coagulation, systemic inflammation, and vital organ ischemia/injury during heat stroke.