The microbiome has emerged as a new player on behavior, physiology and stress because of its significant effects on the brain-gut axis. The aim of this study was to increase our understanding of brain-gut function in dairy cows. We investigated the effects of a heat-stress (HS) environment and individual differences of heat sensitivity (IH) on bovine physiological characteristics and microbial composition. Results indicate that both HS and IH increased rectal temperature (RT) (P < 0.05). An HS environment increased plasma, as well as milk cortisol and cytokines in plasma; however, it decreased plasma, and milk oxytocin, triiodothyronine, and thyroxine (P < 0.05) levels. Exposure to an HS environment reduced the diversity of the fecal microbial population, and resulted in a higher expression of diseases, the environmental adaptation pathway, and the immune related pathway, whereas it lowered the expression of metabolic pathways (P < 0.05). High heat sensitive cows have upregulated metabolisms, environmental adaptation and cellular process pathways, and a downregulated neurodegenerative disease pathway (P < 0.05). Thus, we conclude that exposure to an HS environment modulates physiological characteristics, which may interplay with microbial activity, and in turn, alter the circulation levels of cytokines, implicating the role of the brain-gut axis in dairy cows. The HS environment affected physiological characteristics, cytokine levels, and microbial composition, but IH influenced RT and fecal microbial functions.