Do you mean literally - when you are hot?
Or do you mean that you are feeling under pressure? (In English the expression "feeling the heat," usually means that a person feels under pressure.
If you mean that you are feeling hot then, we have informal expressions that refer to sweat rather than heat (but they mean that somebody is feeling really hot);
1) I am sweating like a pig.
2) I am sweating cobs.
When somebody feels hot due to illness (i.e. they have a fever), we say:
"I am burning up."
If, by feeling the heat, you mean "under pressure," then we have a couple of informal expressions, both of which start with under:
a) I am really under the gun at the moment
b) I am really under the hammer at the moment.