Feel very hot with pain from exercise (4)
I believe the answer is:
burn
I believe this clue is a double definition.
'feel very hot' is the first definition.
(burn can mean to feel hot)
'pain from exercise' is the second definition.
(burn can mean pain caused by exercise)
'with' is the link.
(Other definitions for burn that I've seen before include "runner?" , "Go up in smoke" , "Heat injury; stream" , "Use heat < in attempt to eliminate" , "Char" .)