Climate change will increase the frequency and severity of hazard events such as heat waves, with important effects in several European regions. It is of importance to consider overall effects as well as specific impact on vulnerable population groups such as outdoor workers. The agricultural and construction sectors represent two strategic occupational fields that in relatively recent years involve an increasing number of migrant workers, and therefore require a better management of cultural aspects, that may interact with and impact on heat-related health risk. For this reason, the present study evaluated heat-stress perception and management among native and immigrant workers in Europe. As part of the EU's Horizon 2020 HEAT-SHIELD project (grant agreement No. 668786), two agricultural and one construction companies, traditionally employing migrant workers, were evaluated with a questionnaire survey during the summer months of 2017. The data collected (104 case studies) were analyzed using descriptive statistics (Chi-squared tests) and the analysis of variance was performed with ANOVA test. From the results, migrant workers declared that work required greater effort than do native Italian workers (χ² = 17.1, p = 0.001) but reported less impact from heat on productivity (χ² = 10.6; p = 0.014) and thermal discomfort. In addition, migrant workers were mainly informed through written or oral communications, while native workers received information on heat-health issues through training courses. These findings are of importance for future information and mitigation actions to address socio-cultural gaps and reduce heat-stress vulnerability.