This study examines the impact of Holstein dry cows' prenatal heat tolerance (n = 180) on their calves' thermoregulation and immunity. Holstein cows (body condition score 3.29 ± 0.39, parity 2.64 ± 0.79) were monitored for body temperature (BT), respiratory rate (RR), and microenvironmental temperature and humidity twice daily for seven days during heat stress. Mixed-effects model and cluster method identified heat-tolerant (n = 68) and heat-sensitive (n = 114) dry cows. Once cows gave birth, the RR and BT of 2-day-old calves were recorded every 2 h for two days, totaling five measurements per day, to assess thermoregulatory responses using generalized linear mixed models. Calves in the heat-tolerant group had a better thermoregulatory response than the heat-sensitive group, RR of heat-tolerant calves was significantly higher than the heat-sensitive calves (P = 0.02). Plasma indicators were analyzed to assess calf immunity. Heat-tolerant calves had significantly lower plasma cortisol, tumor necrosis factor-alpha, interleukin 2, interleukin 4, interleukin 6, and interleukin 10 concentrations compared to heat-sensitive calves (P <
0.05). In both cows and calves, plasma cortisol concentrations in the heat-tolerant groups were lower than those in heat-sensitive groups. In comparison, plasma heat shock protein 70 and heat shock protein 90 concentrations were higher (P <
0.05). In conclusion, calves born to heat-tolerant cows had higher thermoregulation and immunity than calves born to heat-sensitive cows when exposed to heat stress.