We hypothesized that late-gestation hyperthermia impairs performance of daughters and granddaughters of dams heat stressed when dry. To test this hypothesis, we used lactation records from experiments conducted during 10 summers at the University of Florida (2008–2018; THI > 68). A total of 158 daughters (F1; CL_F1 n = 78, HT_F1 n = 80) and 45 granddaughters (F2; CL_F2 n = 24, HT_F2 n = 21) of multiparous dams that were actively cooled (CL_, shade, fans and soakers, n = 78) or not (HT_, shade only, n = 80) during a 46-d dry period were used. Milk yield, fat and protein records of the F₁ and F₂ were used to estimate energy corrected milk (ECM), and life events were also assessed (i.e., culling and longevity). We evaluated ECM from calving to 35 weeks in milk (WIM) for 3 consecutive lactations. Data were analyzed using MIXED procedure of SAS with HT or CL, WIM (repeated measure) and their interaction as fixed effects, and dam(treatment) as random effect. Culling percentage before breeding was analyzed by Chi-squared contingency test using FREQ procedure of SAS. In this regard, 30% of HT_F1 were culled before breeding, whereas 18% CL_F1 were culled before breeding (P = 0.07). The longevity of HT_F1 was 32% lower than CL_F1 (2.53 vs. 3.35 ± 0.34 yr respectively; P = 0.02). Moreover, HT_F1 produced less ECM milk than CL_F1 in their first (29.2 vs. 31.6 ± 0.07 kg, respectively; P < 0.01), second (36.2 vs. 34.3 ± 0.11 kg, respectively; P < 0.01) and third lactations (40.1 vs. 33.4 ± 0.19 kg, respectively; P < 0.01). The probability of culling before breeding (CL_F2 = 16.7 vs. HT_F2 = 38.1%; P = 0.11) and longevity (CL_F2 = 3.13 and HT_F2 = 2.16 ± 0.48 years; P = 0.16) was similar between CL_F2 and HT_F2. Granddaughters born to HT_F1 produced less ECM milk than granddaughters born to CL_F1 in their first (HT_F2 = 29.1 vs. CL_F2 = 32.8 ± 0.12 kg; P < 0.01) and second lactations (HT_F2 = 35.3 vs. CL_F2 = 40.0 ± 0.29 kg; P < 0.01). Dry period heat stress exerts transgenerational effects on at least 2 generations and 2 lactations of daughters and granddaughters that never experienced HT nor CL treatments directly.