no. if something is "chaud" it means it's hot to the the touch and it's conjugated with "être". Le feu est chaud, l'eau est chaude. If it's you suffering from the heat, it's "j'ai chaud" (with avoir) and it doesn't change if you are a woman or a man. Just like "j'ai soif" doesn't change.

J'ai chaud et j'ai soif. = I'm feeling hot and I'm thirsty OR Je suis chaude et j'ai soif.= I'm hot and I'm thirsty.