Heat stress (HS) is thought to impair immune function of dairy cows via effects on leukocytes but mechanisms are not understood. We hypothesized that HS would elicit the unfolded protein response (UPR), an ubiquitous cellular stress response pathway, and concomitantly downregulate expression of pro-inflammatory immune genes. Expression of the UPR-associated genes, IRE1, XBP1s, ATF6, PERK, and CHOP was quantified to evaluate the 3 branches of the UPR. Expression of TNFα and IL-8 were determined as markers of immune function. Six mid-lactation Holstein cows were housed in tie stalls in environmental chambers and were exposed to 5d of thermoneutral (TN) conditions (THI~65), followed by HS for 16d (THI~76), and 9d of recovery (REC) under TN conditions. Blood was sampled on d −5, 5, 15, and 25 relative to onset of HS, every 4h during the first 32h of HS, and every 6h during the first 24h of REC. Rectal temperatures increased during HS compared with TN (39.8 vs 38.5 ± 0.4°C; P < 0.01), and returned to TN levels during REC. Milk yield and DMI decreased (P < 0.01) during HS (32.2 vs 26.4 ± 0.5 kg/d and 24.1 vs 15.9 ± 0.4 kg/d, respectively). Overall, expression of UPR and immune genes differed across the study (P < 0.05); all UPR genes declined from d −5 to d 5 (P < 0.05). Expression of IRE1, XBP1s, CHOP, and IL8 returned to pretreatment levels, or higher, during REC (P < 0.05). Expression of PERK and ATF6 followed a different pattern and did not change from d5 to d15 nor from d15 to REC (P > 0.10), remaining lower than pretreatment through REC. Onset of HS did not alter (P > 0.10) UPR gene expression during the first 32h, except for XBP1s (P < 0.01). Cessation of HS did not alter expression during the first 24h of REC, except for XBP1s and ATF6 (P < 0.01). Results demonstrate that HS downregulated expression of immune genes and, contrary to our hypothesis, UPR-associated genes. Expression was not altered acutely after changes in THI. We conclude the UPR is suppressed transiently during HS and expression of genes associated with UPR and immune function in leukocytes did not respond acutely to moderate HS in dairy cows.