The aim of the present study was to investigate the pathological injury and the expression of heat shock proteins in the caprine lung, trachea and bronchus under transport stress. 12 healthy male goats were selected and randomly divided into three groups. The control group (non‐transported group), 2 hr transport‐treated group and 6 hr transport‐treated group. Morphological changes as well as the expression of heat shock proteins (HSPs, mainly HSP27, HSP70 and HSP90) in three parts of the respiratory tract were examined. Our results showed swollen mucosa and congestive blood vessels in mucous layer and submucosa, inflammatory cell infiltration as well as degeneration and necrosis of mucosal epithelial cells in trachea and bronchus of the transport‐treated groups. The epithelial cells were degenerated, and the exfoliated cells and debris could be seen in the alveolar cavity. The results of immunohistochemistry showed that HSP27 and HSP70 were strongly expressed in tracheal and bronchial epithelium, glandular epithelium, vascular endothelium and bronchiole epithelium. And the amount of positive inflammatory cells was increased in transport‐treated groups. Western blot results indicated that the expression of all three proteins had no obvious difference among the three groups in bronchi (p > .05). In trachea, there was no significant difference in the expression of heat shock proteins among the three groups except that the expression of HSP70 which was obviously higher in the two transported groups than the control group (p < .05). The expression level of HSP70 in the 2 hr transport‐treated group was significantly higher than the 6 hr group (p < .05) and control groups (p < .05). However, there was no significant difference in the expression level of HSP27 and HSP90 in three groups (p > .05). In conclusion, our data showed that transport stress could damage the caprine respiratory system.