The aim of this study was to analyze time-lagged heat stress (HS) effects during late gestation on genetic co(variance) components in dairy cattle across generations for production, female fertility, and health traits. The data set for production and female fertility traits considered 162,492 Holstein Friesian cows from calving years 2003 to 2012, kept in medium-sized family farms. The health data set included 69,986 cows from calving years 2008 to 2016, kept in participating large-scale co-operator herds. Production traits were milk yield (MKG), fat percentage (fat%), and somatic cell score (SCS) from the first official test-day in first lactation. Female fertility traits were the nonreturn rate after 56 d (NRR56) in heifers and the interval from calving to first insemination (ICFI) in first-parity cows. Health traits included clinical mastitis (MAST), digital dermatitis (DD), and endometritis (EM) in the early lactation period in first-parity cows. Meteorological data included temperature and humidity from public weather stations in closest herd distance. The HS indicator was the temperature-humidity index (THI) during dams' late gestation, also defined as in utero HS. For the genetic analyses of production, female fertility, and health traits in the offspring generation, a sire-maternal grandsire random regression model with Legendre polynomials of order 3 for the production and of order 2 for the fertility and health traits on prenatal THI, was applied. All statistical models additionally considered a random maternal effect. THI from late gestation (i.e., prenatal climate conditions), influenced genetic parameter estimates in the offspring generation. For MKG, heritabilities and additive genetic variances decreased in a wave-like pattern with increasing THI. Especially for THI >58, the decrease was very obvious with a minimal heritability of 0.08. For fat% and SCS, heritabilities increased slightly subjected to prenatal HS conditions at THI >67. The ICFI heritabilities differed marginally across THI [heritability (h 2 ) = 0.02-0.04]. For NRR56, MAST, and DD, curves for heritabilities and genetic variances were U-shaped, with largest estimates at the extreme ends of the THI scale. For EM, heritability increased from THI 25 (h 2 = 0.13) to THI 71 (h 2 = 0.39). The trait-specific alterations of genetic parameters along the THI gradient indicate pronounced genetic differentiation due to intrauterine HS for NRR56, MAST, DD, and EM, but decreasing genetic variation for MKG and ICFI. Genetic correlations smaller than 0.80 for NRR56, MAST, DD, and EM between THI 65 with corresponding traits at remaining THI indicated genotype by environment interactions. The lowest genetic correlations were identified when considering the most distant THI. For MKG, fat%, SCS, and ICFI, genetic correlations throughout were larger than 0.80, disproving concerns for any genotype by environment interactions. Variations in genetic (co) variance components across prenatal THI may be due to epigenetic modifications in the offspring genome, ...