Ambient temperature can affect physical performance, and an ambient temperature range of −4 °C to 11 °C is optimal for endurance performance in male athletes. The few similar studies of female athletes appear to have found differences in response to cold between the genders. This study investigated whether ambient temperature affects female endurance performance. Nine athletes performed six tests while running on a treadmill in a climatic chamber at different ambient temperatures: 20, 10, 1, −4, −9 and −14 °C and a wind speed of 5 m s−1. The exercise protocol consisted of a 10-min warm-up, followed by four 5-min intervals at increasing intensities at 76%, 81%, 85%, and 89% of maximal oxygen consumption. This was followed by an incremental test to exhaustion. Although peak heart rate, body mass loss, and blood lactate concentration after the incremental test to exhaustion increased as the ambient temperature rose, no changes in time to exhaustion, running economy, running speed at lactate threshold or maximal oxygen consumption were found between the different ambient temperature conditions. Endurance performance during one hour of incremental exercise was not affected by ambient temperature in female endurance athletes.