The objective of the research was to quantify the levels of heat stress, physiological variables and losses of sensible and latent heat in sheep native to the Brazilian semi-arid region, kept in a climatic chamber at thermoneutral temperatures and heat stress. The experimental design was completely randomized with five temperatures and 24 sheep, with an average age of 5.0 +/- 1.0 months and an average weight of 15.0 +/- 2.3 kg. According to the heat stress index (HSI) at temperatures from 20.0 to 28.0 degrees C the environment was classified as comfortable, at a temperature of 32.0 degrees C, the environment was classified as mild to moderate discomfort, and at a temperature of 36.0 degrees C, it was classified as alert. With the increase in temperature, the animals significantly (P<0.05) increased rectal and superficial temperatures and respiratory rate and, in TNT, sensitive heat exchanges corresponded to an average of 55.9 % and in HST to 12.9 % of the total, and at a temperature of 32.0 degrees C, sensible heat exchanges corresponded to 17.9 % and latent heat exchanges corresponded to 82.1 % and, at a temperature of 36.0 degrees C, 95.8 % of heat exchanges were due to latent means, of which 85.1 % were cutaneous. Sheep kept in stressful thermal conditions increase their physiological variables and eliminate the majority of excess metabolic heat through latent means (skin and respiratory tract).