Its important for children to get some exercise to stay healthy.  You should not discourage them  from getting outside  and have fun when the sun is out. However you have to look out for signs of overheating especially on hot days.

Tips on how to keep children safe  while exercising in warm weather

• The intensity of  activities that last 15 or more minutes should be reduced  whenever high heat and humidity reaches high levels.
• Children should stay well hydrated before outdoor activities. During activities less than an hour, water alone is fine. Kids should always have water or sports drink available  and take a break to drink every 20 minutes while active in the heat.
• At the beginning of strenuous exercise program or  after traveling to a warmer climate, the intensity and duration of outdoor activities should start low and then gradually increase over 7 to 14 days to acclimate to the heat, particularly if it is very humid.
• Wear light colored and light weight clothing  and limit it to one layer of absorbent material to speed the evaporation of sweat. Sweat saturated shirt should be replaced by dry clothing.
•  Practices and games played in the heat  should be shortened.  There should be more water/hydration breaks . Children  should promptly move to cooler  environments  if they feel lightheaded, dizzy  or nauseated.