The aim of the study was to assess the effect of the summer thermal environment on physiological responses, behaviour, milk production and its composition on grazing dairy cows in a temperate climate region, according to the stage of lactation. Twenty-nine Holstein Friesian multiparous cows were randomly selected and divided into two groups, according to the days in milk, as mid-lactation (99 to 170 d in milk, n = 15) and late lactation (225 to 311 d in milk, n = 14). The comprehensive climate index (CCI) was used to classify the hour of each day as thermoneutral or heat stress, considering a threshold value of CCI of 20 degrees C. Data were collected for 16 d (summer 2017) and analysed as a completely randomized 2 x 2 factorial arrangement with repeated measurements over time. Vaginal temperature increased with CCI >= 20 degrees C. Respiration rates were dependent on the thermal condition, regardless of days in milk. There was an interaction between the time of day and the CCI category for activity and rumination. Grazing activity decreased by 17.6% but lying down, standing, and shaded animals increased by 1.6, 9.8, and 6.3% respectively when CCI >= 20 degrees C. Over 80% of cows presented a panting score >= 1. However, milk production and composition (fat, protein, and lactose concentrations as well as somatic cell count) were not affected by the thermal condition, although there was a numerical (non-significant) decrease in afternoon milk protein concentration on days with CCI >= 20 degrees C, while urea in milk increased. In conclusion, thermal condition challenged grazing dairy cows' behaviour and physiology independent of the stage of lactation but had little or no effect on milk production.