Eight Murciano-Granadina dairy goats in late lactation were exposed to different ambient conditions, using metabolic cages in a climatic chamber. The experimental design was a crossover (2 periods of 35 d and 4 goats each) and conditions were (1) thermal neutral (TN; 15 to 20 °C day-night) and (2) heat stress (HS; 12-h day at 37 °C and 12-h night at 30.5 °C). Humidity was maintained at 40% and light-dark was constant (12-12h). The forage:concentrate ratio was adjusted daily for maintaining similar value in TN and HS goats (70:30). Water was freely available at ambient temperature. Rectal temperature and respiratory rate (0800, 1200 and 1700 h) and milk yield were recorded daily, whereas milk composition, nonesterified fatty acids and haptoglobin in blood were analyzed weekly. At d 25, additional blood samples were taken for analysis of metabolites and indicators of the acid-base balance. Digestibility coefficients and N balance were determined (d 31 to 35) and body weight was recorded (d 35). Compared with TN goats, HS goats experienced greater rectal temperature (+0.58 °C), respiratory rate (+48 breaths/min), water intake (+77%) and water evaporation (+207%). Intake of HS goats rapidly declined until d 7 (-40%), partially recovered from d 7 to 19, and steadied thereafter (-14%). No changes in digestibility or N balance were detected. Blood nonesterified fatty acids and haptoglobin peaked at d 7 in HS goats but did not vary thereafter. Although milk yield did not vary by treatment, milk of HS goats contained -12.5% protein and -11.5% casein than TN goats. Panting reduced concentration and pressure of CO₂ in the blood of HS goats, but they were able to maintain their blood pH similar to the TN group by lowering HCO₃(-) and increasing Cl(-) concentrations in their blood. In conclusion, HS dairy goats showed dramatic physiological changes during the first week of treatment and partially recovered thereafter. They were able to maintain milk yield by losing body mass, but milk protein content and protein yield were depressed. Further research is needed to assess the response of dairy goats to HS at earlier stages of lactation.