Dry period (DP) heat stress (HT) exposure impairs subsequent milk yield in cows. Our objective was to evaluate the effect of HT and diet (OmniGen-AF; OG) on mammary gene expression and cortisol responses in the DP. Sixty days before dry-off, cows were cooled (i.e., shade, fans and soakers) and split in 2 groups: control (56 g/d AB20; CON) and OG (56 g/d). Cows were dried-off 45 d before expected parturition and split into 2 more groups: cool (shade, fans and soakers; CL) or HT (only shade) resulting in 4 groups: HT (n = 17), CL (n = 16), HTOG (n = 19) and CLOG (n = 14). Blood samples were taken at 0 to 7 d, and 20 ± 2 d relative to dry-off and at 0 to −6 d relative to calving to evaluate cortisol. Mammary gland biopsies (n = 6–7/treatment) were collected in late lactation (−3 d relative to dry-off) and the DP (3, 7, 14, and 25 d relative to dry-off) to evaluate gene expression of apoptotic markers (Caspase 3 and 8), heat shock proteins (HSP70 and 90), heat shock factor 1 (HSF1) and prolactin receptor, short and long form (PRLR-S, and PRLR-L) by RT-PCR. CL cows tended to have higher cortisol concentrations versus HT and OG tended to have higher cortisol versus CON (0.39 ± 0.04 µg/dL vs. 0.31 ± 0.03 µg/dL, P = 0.10; 0.39 ± 0.04 µg/dL vs. 0.31 ± 0.03 µg/dL, P = 0.07; respectively) before calving. Cortisol was significantly increased the day before calving (P < 0.01). HSP70 was lower in OG cows versus CON in late lactation (P < 0.05). HT cows tend to have higher HSP90 gene expression than CL cows when dry (P = 0.08). OG cows had lower HSF1 gene expression versus CON cows (P = 0.05) when dry. In late lactation, OG cows tend to have lower PRLR-S and PRLR-L gene expression versus CON cows (P = 0.09 and P = 0.10; respectively). During DP, OG and HT had higher PRLR-LF gene expression versus CON and CL cows, respectively (P < 0.05). OG cows had lower PRLR-S gene expression versus CON when dry (P < 0.01). Lower cortisol concentrations of HT during the week before calving may be an adaptive response to chronic HT. Lower HSP90 and HSF1 expression in CL and OG cows, respectively, is consistent with a reduction in respiration rate during HT of CL and OG cows.