Hair cortisol concentrations (HCC) are assumed to provide a stable, integrative marker of long-term systemic cortisol secretion. However, contrary to this assumption, some recent observations have raised the possibility that HCC may be subject to acute influences, potentially related to cortisol incorporation from sweat. Here, we provide a first detailed in vivo investigation of this possibility comprising two independent experimental studies: study I (N = 42) used a treadmill challenge to induce sweating together with systemic cortisol reactivity while in study II (N = 52) a sauna bathing challenge induced sweating without systemic cortisol changes. In both studies, repeated assessments of HCC, salivary cortisol, cortisol in sweat and individuals’ sweating rate (single assessment) were conducted on the experimental day and at a next-day follow-up. Results across the two studies consistently revealed that HCC were not altered by the acute interventions. Further, HCC were found to be unrelated to acute salivary cortisol reactivity, sweat cortisol levels, sweating rate or the time of examination. In line with previous data, cortisol levels in sweat were strongly related to total salivary cortisol output across the examined periods. The present results oppose recent case report data by showing that single sweat-inducing interventions do not result in acute changes in HCC. Our data also tentatively speak against the notion that cortisol in sweat may be a dominant source of HCC. Further, our findings also indicate that HCC are not subject to diurnal variation. This research provides further support for hair cortisol analysis as a marker of integrated long-term systemic cortisol secretion.