Forty-six Dorper (DOR), 46 Katahdin (KAT), and 43 St. Croix (STC) female sheep (initial body weight of 58, 59, and 46 kg, respectively, SEM = 1.75; 3.3 ± 0.18 years of age, 2.6–3.7), derived from 45 commercial farms in four regions of the USA (Midwest, Northwest, Southeast, and central Texas), were used to evaluate responses in blood constituent concentrations to increasing heat load index (HLI) conditions. There were four sequential 2 weeks periods with target HLI during day/nighttime of 70/70 (thermoneutral zone conditions), 85/70, 90/77, and 95/81 in period 1, 2, 3 and 4, respectively. A 50% concentrate pelletized diet was fed at 53.3 g dry matter/kg body weight0.75. The analysis of most constituents was for samples collected on the last day of the second week of each period at 13:00 h; samples for cortisol, thyroxine, and heat shock protein were collected in week 2 and 8. Previously, it was noted that resilience to high HLI conditions was greatest for STC, lowest for DOR, and intermediate for KAT. There were few effects of region. Other than hemoglobin concentration, there were no interactions between breed and period. Blood oxygen concentration was greatest (p < 0.05) among breeds for STC (5.07, 5.20, and 5.53 mmol/L for DOR, KAT, and STC, respectively; SEM = 0.114) and differed among periods (4.92, 5.26, 5.36, and 5.52 mmol/L for period 1, 2, 3, and 4, respectively; SEM = 0.093). There were breed differences (i.e., main effects; p < 0.05) in glucose (50.0, 52.6, and 52.1 mg/dL; SEM = 0.76), urea nitrogen (17.2, 17.3, and 19.4 mg/dL; SEM = 0.33), creatinine (0.991, 0.862, and 0.802 mg/dL; SEM = 0.0151), total protein (6.50, 6.68, and 6.95 g/l; SEM = 0.017), triglycerides (28.4, 29.1, and 23.5 mg/dL; SEM = 0.87), and cortisol (6.30, 8.79, and 6.22 ng/mL for DOR, KAT, and STC, respectively; SEM = 0.596). Differences among periods (p < 0.05) were observed for lactate (27.9, 25.3, 27.8, and 24.0 mg/dL; SEM = 0.99), creatinine (0.839, 0.913, 0.871, and 0.917 mg/dL; SEM = 0.0128), total protein (6.94, 6.66, 6.60, and 6.65 g/l; SEM = 0.094), and cholesterol (60.2, 56.5, 58.3, and 57.6 mg/dL for period 1, 2, 3, and 4, respectively; SEM = 1.26). In addition, the concentration of cortisol (7.62 and 6.59 ng/mL; SEM = 0.404), thyroxine (5.83 and 5.00 µg/dL; SEM = 0.140), and heat shock protein (136 and 146 ng/mL for week 2 and 8, respectively; SEM = 4.0) differed between weeks (p < 0.05). In conclusion, the lack of interaction between breed and period with different HLI conditions suggests that levels of these blood constituents were not highly related to resilience to high HLI.