Heat stress (HS) damages the global dairy industry by reducing milk yields and quality, harming health, and damaging the reproduction of dairy cows, causing huge economic losses each year. However, an understanding of the physiological mechanism of HS lactating dairy cows remains elusive. Here, a metabolomics study using LC-MS and (1)H NMR spectroscopy was performed to analyze the metabolomic differences in the milk between HS-free and HS dairy cows, and discover diagnostic biomarkers and changes in the metabolic pathway. A total of 53 discriminating metabolites were significantly up- or down-regulated in the HS group compared with the HS-free group (P < 0.05). These biomarkers were involved in pathways of carbohydrate, amino acid, lipid, and gut microbiome-derived metabolism. Comparing these potential biomarkers with previously identified HS candidate biomarkers in plasma, significant correlations between the levels of lactate, pyruvate, creatine, acetone, β-hydroxybutyrate, trimethylamine, oleic acid, linoleic acid, lysophosphatidylcholine 16:0, and phosphatidylcholine 42:2 in milk and plasma were found, indicating that the blood-milk barrier became leaky and the levels of these 10 biomarkers in milk can reflect HS-induced metabolomic alterations in blood. These novel findings can support more in-depth research to elucidate the milk-based changes in metabolic pathways in HS lactating dairy cows.