The objective of this study was to characterize the thermal environment and evaluate the behavior of finishing pigs housed in deep bedding and conventional systems. The work was carried out in the Department of Animal Science of the Federal Institute of Education, Science and Technology of Southeast Minas Gerais, Rio Pomba campus. Three pens were used in an installation for breeding pigs in their finishing phase. Two pens contained deep bedding, with wood shavings and rice husks. The remaining pen was a conventional system. The behavior of the piglets was observed from 8 a.m. to 5:30 p.m., noting the behaviors with the use of an ethogram, while data relating to the thermal environment in the stalls were automatically collected using data loggers. Thermal environment data for all systems presented thermal stress conditions. Regarding behavioral variables, animals in conventional systems had a higher frequency of visits to feeders, while animals in the deep bedding system were more active and visited the drinking fountains more frequently. Despite the higher level of activity of the animals in the deep bedding system, it is not possible to confirm that the deep bedding provides a better degree of well-being for the animals under thermal stress conditions.