And having to battle extreme heat at the same time has made competitions in Tokyo even more challenging.
According to the CNN Weather team, temperatures on Wednesday ranged between 31-34 degrees Celsius across the Tokyo prefecture with humidity levels around 50-60%. Depending on the location, Heat Index values were between 34-41 Celsius.
Wednesday is one of hottest days of the Games so far as Tokyo and 39 other Japanese prefectures issued heat illness alerts.
Team USA's Nelly Korda, after completing her first round of the women's golf tournament, said remaining mentally focused was the toughest aspect of playing in such heat and humidity.
"You have to keep yourself in there, you have to keep yourself hydrated and you kind of lose it a little out there. I mean, when I was teeing up, some balls I definitely felt a little dehydrated," said Korda after her four-under 67 round.
"I drink a couple of times a hole, probably drinking a water bottle a hole. You get so sick of water, it's like I don't want to see water, give me some juice."
However, the heat didn't stop the world No. 1 going to the range after her round to fine tune her game.
"I kind of sprayed some shots out to the right in my last two holes with my irons, but you are going to have that, you are going to lose a little bit of concentration, but I am going to go to the range after I cool off inside."
The heat took its toll on others though, as both the caddies for Lexi Thompson and Yuka Saso couldn't complete their rounds due to the heat.
Later on Wednesday, the 60 players in the women's golf tournament were warned by officials that the competition could be reduced to 54 holes, due to a tropical weather system forecast to pass over the Kasumigaseki Country Club at the weekend.
An ongoing issue
Tokyo's high summer temperatures and thick humidity concerned many going into the Summer Games.
Makoto Yokohari, a professor of environment and urban planning at the University of Tokyo and adviser to Olympic organizers, told CNN before the opening ceremony that "when you take into account not only the temperature, but also humidity, I would say that a Tokyo summer is the worst in the history of Olympics."
Several athletes, including tennis star Novak Djokovic, have voiced concerns about the dangers of the heat and humidity. Djokovic called the conditions "brutal" when he was competing.
Canadian decathlete Damian Warner, who is at his third Olympics, said Tokyo 2020 is the "hottest" Games he has competed in.
"This (cooling vest) is a life-saver, like a life vest," he told the media after leading the men's decathlon after the first three events at Tokyo's National Stadium on Wednesday.
"It is hot out there, and for shot put there was no shade, so this was huge. Having one of these and an umbrella kept us as cool as possible.
"It was kind of advertised that these were going to be the hottest Games ever. I am at my third Olympics, and I can verify that these are the hottest ones in which I have competed.
"We are trying to do whatever we can, staying hydrated, and using all the cooling apparatus that we have. So far I am good."
At the women's 10km marathon swimming, water temperatures reached 30 degrees at the 6.30 a.m. start.
Australian Kareena Lee, who finished in third place and earned a bronze medal, had another element to contend with -- flying fish.
"It jumped up and hit me (on the chest)," Lee told the media afterwards.
"I didn't know what it was at first and I was like 'woah.' I was watching them jump out before but I didn't think one would actually hit me."
Brazil's Ana Marcela Cunha eventually claimed gold, while defending champion Sharon Van Rouwendaal got silver.
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