This work aims to study the relationship between variations of the Temperature‐Humidity Index (THI) and the parameters of reproduction especially the first conception rate (FCR) and to determine the threshold THI value where cows’ fertility rate dropped in 12 Holstein dairy herds raised in the arid climatic conditions of Tunisia. THI values were calculated over 22 years (1996–2018), and the mean monthly temperature and relative humidity data were obtained from the Meteorological Institute of Tunisia. A total of 20,396 individual records (Insemination and calving dates) were extracted from the Livestock and Pasturing Office (OEP, Tunisia) with regard to the highest THI before breeding, on the breeding day, and after breeding. Statistical analysis was performed using the GLM procedure of SAS software. Results point to the fact that a summer heat stress exists in southeast Tunisia and lasts for 4 months starting from June until September with THI values fluctuating between 73 ± 2.38 and 79 ± 3.01 exceeding, therefore, THI threshold of 72. Increased THI from ≤70 to ≥80 units was associated with drops in conception rate (CR) and fertility rate (FR) of 49% and 45% giving a correlation with the THI of (r = −.72, p < .05) and (r = −.74, p < .05), respectively. When cows were inseminated on extremely hot days (THI ≥ 80) preceded by cooler temperatures, pregnancy by service (P/AI) was 7% points higher than for other cows that were exposed to high temperatures before breeding. The average number of insemination was higher (p < .05) from THI ≤ 70 (2.01) compared to THI ≥ 80 (3.41). Cows calving during an absence of heat stress (THI ≤ 70) have the shortest average calving intervals (CI: 420 ± 15.1 days). Contrastly, calving in the condition of heat stress (THI ≥ 80) has the longest CI (487 ± 12.8 days). For each point increase in the THI value above 67, there is a decrease in the first conception rate by 1.39%. In this particular arid environment, high‐yielding Holstein cows’ breeding success is strongly affected by heat stress that takes place just before or after breeding.