Lettuce (Lactuca sativa L.) is a winter-spring leafy vegetable, but the high demand for fresh products available year-round requires off-season production. However, the warm climate of the Mediterranean areas can impair the summer production of lettuce, thus requiring the adoption of genotypes tolerant to high irradiance as well as useful agronomic strategies like shading net installations. The aim of our research was to assess the leaf morpho-physiological and anatomical changes, in addition to productive responses, of four lettuce cultivars (‘Ballerina’, ‘Maravilla De Verano Canasta’, ‘Opalix‘, and ‘Integral’) grown under shading and non-shading conditions to unveil the adaptive mechanisms of this crop in response to sub-optimal microclimate (high irradiance and temperature) in a protected environment. Growth and yield parameters, leaf gas exchanges, chlorophyll fluorescence and morpho-anatomical leaf traits (i.e., leaf mass area, stomatal density and epidermal cell density) were determined. Under shading conditions, the fresh yields of the cultivars ‘Ballerina’, ‘Opalix’ (‘Oak leaf’) and ‘Integral’ (‘Romaine’) increased by 16.0%, 26.9% and 13.2% respectively, compared to non-shading conditions while both abaxial and adaxial stomatal density decreased. In contrast, ‘Canasta’ under non-shading conditions increased fresh yield, dry biomass and instantaneous water use efficiency by 9.6%, 18.0% and 15.7%, respectively, while reduced abaxial stomatal density by 30.4%, compared to shading conditions. Regardless of cultivar, the unshaded treatment increased the leaf mass area by 19.5%. Even though high light intensity and high temperature are critical limiting factors for summer lettuce cultivation in a protected environment, ‘Canasta’ showed the most effective adaptive mechanisms and had the best production performance under sub-optimal microclimatic conditions. However, greenhouse coverage with a white shading net (49% screening) proved to be a suitable agricultural practice that ensured an adequate microclimate for the off-season growth of more sensitive cultivars ‘Ballerina’, ‘Oak leaf’ and ‘Romaine’.