Heat stress illnesses represent a rising public health threat; however, associations between environmental heat and observed adverse health outcomes across populations and geographies remain insufficiently elucidated to evaluate risk and develop prevention strategies. In particular, military-relevant large-scale studies of daily heat stress morbidity responses among physically active, working-age adults to various indices of heat have been limited. We evaluated daily means, maximums, minimums, and early morning measures of temperature, heat index, and wet bulb globe temperature (WBGT) indices, assessing their association with 31,642 case-definition heat stroke and heat exhaustion encounters among active duty servicemembers diagnosed at 24 continental US installations from 1998 to 2019. We utilized anonymized encounter data consisting of hospitalizations, ambulatory (out-patient) visits, and reportable events to define heat stress illness cases and select the 24 installations with the highest case counts. We derived daily indices of heat from hourly-scale gridded climate data and applied a case-crossover study design incorporating distributed-lag, nonlinear models with 5 days of lag to estimate odds ratios at one-degree increments for each index of heat. All indices exhibited nonlinear odds ratios with short-term lag effects throughout observed temperature ranges. Responses were positive, monotonic, and exponential in nature, except for maximum daily WBGT, minimum daily temperature, temperature at 0600 h (local), and WBGT at 0600 h (local), which, while generally increasing, showed decreasing risk for the highest heat category days. The risk for a heat stress illness on a day with a maximum WBGT of 32.2 °C (90.0 °F) was 1.93 (95% CI, 1.82 - 2.05) times greater than on a day with a maximum WBGT of 28.6 °C (83.4 °F). The risk was 2.53 (2.36-2.71) times greater on days with a maximum heat index of 40.6 °C (105 °F) compared to 32.8 °C (91.0 °F). Our findings suggest that prevention efforts may benefit from including prior-day heat levels in risk assessments, from monitoring temperature and heat index in addition to WBGT, and by promoting control measures and awareness across all heat categories.