The frequency of exertional heat stroke (EHS) increases with the gradual elevation of global temperatures during summer. Acute kidney injury (AKI) is a common complication of EHS, and its occurrence often indicates the worsening of a patient’s condition or a poor prognosis. In this study, a rat model of AKI caused by EHS was established, and the reliability of the model was evaluated by HE staining and biochemical assays. The expression of kidney tissue proteins in the EHS rats was analyzed using label-free liquid chromatography–tandem mass spectrometry. A total of 3,129 differentially expressed proteins (DEPs) were obtained, and 10 key proteins were finally identified, which included three upregulated proteins (Ahsg, Bpgm, and Litaf) and seven downregulated proteins (medium-chain acyl-CoA synthetase 2 (Acsm2), Hadha, Keg1, Sh3glb1, Eif3d, Ambp, and Ddah2). The qPCR technique was used to validate these 10 potential biomarkers in rat kidney and urine. In addition, Acsm2 and Ahsg were double-validated by Western blotting. Overall, this study identified 10 reliable biomarkers that may provide potential targets for the treatment of AKI caused by EHS.