Heat stress is one of the most severe challenges faced in livestock production in summer. Alternative splicing as an important post-transcriptional regulation is rarely studied in heat-stressed animals. Here, we performed and analyzed RNA-sequencing assays on the liver of Sprague-Dawley rats in control (22 °C, n = 5) and heat stress (4 °C for 120 min, H120; n = 5) groups, resulting in the identification of 636 differentially expressed genes. Identification analysis of the alternative splicing events revealed that heat stress-induced alternative splicing events increased by 20.18%. Compared with other types of alternative splicing events, the alternative start increased the most (43.40%) after heat stress. Twenty-eight genes were differentially alternatively spliced (DAS) between the control and H120 groups, among which Acly, Hnrnpd and mir3064 were also differentially expressed. For DAS genes, Srebf1, Shc1, Srsf5 and Ensa were associated with insulin, while Cast, Srebf1, Tmem33, Tor1aip2, Slc39a7 and Sqstm1 were enriched in the composition of the endoplasmic reticulum. In summary, our study conducts a comprehensive profile of alternative splicing in heat-stressed rats, indicating that alternative splicing is one of the molecular mechanisms of heat stress response in mammals and providing reference data for research on heat tolerance in mammalian livestock.