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Climate change (CC) is expected to increase temperatures and the frequency of extreme weather events, which renewed interest in heat stress (HS) effects on dairy cattle farms. Resilience is a key concept that should be considered to better understand the dairy farms exposure to HS and to combat CC-related risks. Thus, this study aimed to investigate the aspects of HS vulnerability for Tunisian dairy cattle farming systems. Historical milk test-day records from official milk recording were merged with temperature and humidity data provided by public weather stations. Firstly, different models relying in two heat load indices were applied for HS exposure assessment. Secondly, broken line models were used to estimate HS thresholds, milk losses, and rates of decline of milk production associated with temperature-humidity index (THI) across parities. Thirdly, individual cow responses to HS estimated using random regression model were considered as key measures of dairy farming system sensitivity assessment to HS. Dairy farms are annually exposed for 5 months to high THI values above 72 in Tunisia. The tipping points, at which milk yield started to decline over parities with 3-day average THI, ranged between 65 and 67. The largest milk decline per unit of THI above threshold values was 0.135 ± 0.01 kg for multiparous cows. The milk losses estimated due to HS in the Holstein breed during the summer period (June to August) ranged between 110 and 142 kg/cow in north and south, respectively. A high HS sensitivity was proved especially in dairy farms characterized by large herd size and high milk production level. Hence, providing knowledge of dairy farms vulnerability to HS may provide the basis for developing strategies to reduce HS effects and plan for CC adaptation.