A thermodynamically efficient garment for cooling and/or heating a human body. The thermodynamic efficiency is provided in part by targeting the heat exchange capabilities of the garment to specific areas and/or structures of the human body. The heat exchange garment includes heat exchange zones and one or more non-heat exchange zones, where the heat exchange zones are configured to correspond to one or more high density tissue areas of the human body when the garment is worn. A system including the garment can be used to exchange heat with the adjacent HD tissue areas under the control of a feedback control system. Sensed physiological parameters received by the feedback control system can be used to adjust the characteristics of heat exchange fluid moving within the heat exchange garment.