Dry period (DP) heat stress (HT) impairs subsequent milk yield. Our objective was to evaluate the effect of HT during early and late DP on mammary gland (MG) gene expression and structure. Cows were dried-off 45d before parturition and randomly assigned to one of 4 treatments: HT (n = 20) or cooling (CL, n = 20) during the entire DP, HT first 21d dry then CL to calving (CLHT, n = 19) or CL first 21d dry then HT to calving (HTCL, n = 20). In the DP, data were divided into 2 periods: first 21 d of the DP and from 22d until calving (after switch). Mammary biopsies (5–8 cows per treatment) were performed at −3, 3, 7, 14, and 25d relative to dry-off to evaluate MG gene expression and histology of alveolar structure. Autophagy related genes, ATG3 and 5, and beclin-1 (BECN1); apoptosis related genes, caspase 3 and 8, heat shock proteins (HSP70 and 90), and heat shock factor 1 (HSF1); insulin growth factor 1 receptor (IGF1R); and prolactin signaling related genes, prolactin receptor long form (PRLR-L), STAT5a and β-casein were analyzed by qRT-PCR. Mammary alveoli number and luminal area were visualized by hematoxylin and eosin staining and analyzed using Image J software. Cooling tended to or increased caspase 3 (P = 0.08), IGF1R (P = 0.07), HSP90, HSF1, BECN1, ATG3, ATG5, PRLR-L (all P ≤ 0.05) expression in the early dry period. But, late in the DP after the switch, CLHT cows increased caspase 3, STAT5a and PRLR-L across all treatments (P ≤ 0.05); CLHT cows increased caspase 8, HSP70 and 90 and β-casein relative to CL and HTCL (P < 0.05); CLHT cows increased ATG3 relative to CL (P = 0.08) and HTCL (P < 0.01); and CLHT cows increased ATG5, BECN1 and IGF1R relative to HTCL (P ≤ 0.05). In the early DP there was an interaction between treatment and days relative to dry-off (P < 0.01). In the early DP, cows exposed to HT had higher alveoli number relative to CL (P < 0.01), and HT decreased expression of genes related to autophagy and apoptosis in the early DP, consistent with a delay in involution with HT. Also, exposing cows to CLHT triggers early PRLR-L activation that may be detrimental to mammary development and compromise milk yield in the next lactation.