Climate change is aggravating the magnitude of heat stress (HS) occurrences, which is a significant problem to the productivity, wellbeing, and health of small ruminants worldwide. The livestock, especially sheep and goats, which form the main basis of livelihood in the tropical, subtropical and semi-arid regions, are variably susceptible to persistent HS conditions. In addition to decreases in feed consumption and productivity, HS causes multifaceted physiological disequilibrium, which impairs gastrointestinal integrity, changes microbial ecology, and deregulates immune homeostasis. There is an increasing body of evidence to suggest that the gut-immune axis is an extremely important mechanistic interface between thermal exposure and systemic inflammation, metabolic imbalance, and resilience. The present review summarizes the available information on heat stressmediated changes in gastrointestinal (GI) physiology, intestinal barrier activity, and rumen-intestinal microbiota of small ruminants with special focus on the interaction of these alterations with innate and adaptive immune responses. We point out the contributions of augmented intestinal permeability, translocation of endotoxins, microbial dysbiosis, oxidative stress (OS) and immune signaling pathways in influencing HS outcomes. Recent molecular markers, such as stress associated genes, antioxidants, inflammatory controls, and microbial secondary metabolites are considered biomarkers of thermotolerance and resilience. Combining physiological, microbial, immunological, and omics-based evidence, this review is able to put HS resilience into the context of a systems characteristic and not an adaptive response. We acknowledge that critical knowledge gaps such as longitudinal work in the field and functional confirmation of candidate biomarkers are missing and also give a roadmap on how to translate gut-immune knowledge into climate-resistant small-ruminant production systems.