Previous studies in cattle have reported a continuous significant increase in body temperature with air temperatures (AT) at or above 25–26°C. However, these studies were performed under environmental conditions that considerably differ from Puerto Rico’s tropical weather. The present study evaluated the response of lactating pregnant wild type (WT; n = 10; 2.0 ± 0.01 lactations; 162.70 ± 0.24 DIM; 15.24 ± 1.40 kg/d of milk) and slick-haired (SLICK; n = 10; 2.0 ± 0.01 lactations; 182.4 ± 0.30 DIM; 18.82 ± 1.14 kg/d of milk) Puerto Rican Holstein cows vaginal temperature (VT) to the islands AT values during August 2015. Cows were milked 2x/d (0200–0300 and 1400–1500 h; udders were washed before milking) and grazed the rest of the day in a paddock with natural shade available. The VT and AT were recorded every 5 min for 7 d. Data were averaged by hour for hair coat types’ VT comparisons (Proc GLIMMIX, SAS). To evaluate the AT and VT relationship (Procs GLM and REG, SAS), data were averaged to obtain one value by hair coat group every 5 min. The AT values ranged from 20.97 to 34.05°C. Daily VT values were greater for WT than SLICK cows (39.20 ± 0.04 and 38.77 ± 0.03°C, respectively; P < 0.0001). For WT cows, the relationship between AT and VT was best described by the quadratic curve: VT = −0.0098 AT² + 0.6026 AT + 30.162 (R² = 0.44; P < 0.0001). For SLICK cows the respective association was also best explained by a quadratic relationship where VT = −0.0063 AT² + 0.4061 AT + 32.442 (R² = 0.45; P < 0.0001). In general, these quadratic trends can be divided into 2 linear segments. The VT values linearly increased in both, WT (0.10°C per 1°C of AT; P < 0.0001; R² = 0.42) and SLICK cows (0.08°C per 1°C of AT; P < 0.0001; R² = 0.43) until the AT reached 30.5°C. After this critical value, VT was no longer affected by AT, for neither WT (P = 0.0602; R² = 0.006) nor SLICK cows (P = 0.6536; R² = 0.0003). After considerably higher AT values than those previously described as critical for thermoregulation in the literature, no further relationship was observed between the AT and VT, suggesting considerable adaptation to tropical weather.