Heat stress is becoming an increasingly important problem in Lithuanian cowsheds. Microclimate formation systems were evaluated in the seven most popular cowsheds in Lithuania, with different wall and roof constructions, insulation, ventilation intensity controls, and one cowshed was additionally equipped with an air-cooling system—the air is cooled by spraying water droplets with a high pressure. In cowsheds equipped with fans to intensify the movement of air, the temperature does not fall below the outdoor temperature and the temperature humidity index (THI) is higher than outdoors. During the heat period, the THI rises to 82 and the cows get moderate thermal stress, which adversely affects feed intake and milk yield of dairy cows. In the cowshed, where the air humidification–cooling system is installed, the air temperature during heat is lower than the average in the field of 2.61 ± 0.74 °C. Although the relative humidity in the cowshed is on average 16.29 ± 4.12% wetter during heat than outside, the THI in the barn is lower than outside. The air temperature in this cowshed decreases by 3.17 ± 0.86 °C compared to cowsheds without an air humidification–cooling system. The air humidification–cooling system creates good conditions to reduce the conditions for cows to experience thermal stress. Further research is needed to optimize the amount of water spray and droplet size and increase the efficiency of the cooling system.