The objective of this study was to investigate the effects of reducing the fermentability of grains on thermoregulatory responses in heat stressed (HS) lambs. To achieve this, wheat grain treated with a commercial starch binding agent, Bioprotect, is compared to maize, which has already demonstrated effects in ameliorating heat stress-induced thermoregulation responses and untreated wheat grains. An initial in vitro experiment was conducted to examine cumulative gas production from the fermentation of wheat grain with different dosages of the commercial starch binding agent, Bioprotect. Based on the in vitro results, an in vivo lamb experiment was conducted using 24 Merino lambs (1 year old; 42.6 ± 3.6 kg BW). The lambs were offered one of three dietary treatments: a wheat-based diet (WD), a Bioprotect treated wheat-based diet (BD), and a maize-based diet (MD). Three successive 1-week experimental periods were conducted with lambs from all dietary groups (P1, P2, and P3). During P1, lambs were exposed to a TN environment and fed a 1.7× Maintenance feed intake (MF) level; in P2, lambs were kept in a HS environment and fed a 1.7× MF level; and in P3, animals were kept in a HS environment and fed a 2× MF level. The in vitro experiment revealed a reduction in cumulative gas production (p < 0.05) from the Bioprotect treated wheat compared to untreated wheat samples. In the in vivo component of the study, the replacement of wheat with maize or 2% Bioprotect-treated wheat reduced the respiration rate (p < 0.001) and heart rate (p ≤ 0.01) of lambs during HS. There was a reduction in the concentration of blood gas variables such as a base excess of blood (BE(b)) and extracellular fluid (BE(ecf)), bicarbonate (cHCO3-), the partial pressure of carbon dioxide (PCO2,), the total concentration of carbon dioxide (ctCO2), and sodium (Na+) (p ≤ 0.001 for all) during the periods of HS compared to the thermoneutral conditions. Moreover, BD- and MD-fed lambs had a higher blood potassium concentration (K+) than the WD-fed lambs (p = 0.008). The results of the present study suggest that Bioprotect can be a viable feed treatment strategy for treating rapidly fermentable grains such as wheat to alleviate the effects of HS. Further, Bioprotect-treated wheat could be an option to replace maize in concentrate rations in jurisdictions where maize is cost-prohibitive or unavailable.