Heat stress in farmed animals is becoming a problem of great importance even in temperate climates, especially due to the increase in average global temperatures. Previous studies conducted on sheep have reported negative effects of heat stress on milk yield and composition and on the cheesemaking properties. The study of the effect of heat stress in sheep is complicated by the seasonality of calving and the overlap of the effects of the lactation stage with those of the climate. The aim of this work was to study the effects of heat stress in dairy sheep through a repeated measures model, separating the lactation stage and climate effects. The dataset included 2,695 repeated measurements of 555 Sardinian sheep, raised in 34 farms in Sardinia. The analyzed phenotypes were milk yield, fat, protein, lactose and somatic cell contents, milk coagulation properties (rennet clotting time, curd firming time, curd firmness), and individual laboratory cheese yield (ILCY). Temperature and humidity values of the day of the survey and of the 3 previous days were provided by the regional agency for the protection of the environment (Agenzia Regionale per la Protezione dell'Ambiente of the Sardinia Region). Climate data were then used to calculate the respective temperature and humidity indices. The effect of the temperature-humidity index (THI) was evaluated using a linear mixed model that considered stage of lactation (DIM), parity, maximum value of hourly THI calculated over 24 h (THI