Exposure to heat stress (HS) in utero was postulated to trigger an adaptive molecular response that can be transmitted to the next generation. Hence, this study assessed the impact of HS exposure at different stages of the gestational period of mice on the female F1 population and their offspring. Heat stress exposure (41°C and 65% relative humidity-RH) occurred during the first half (FP), the second half (SP), or the entire pregnancy (TP). A control group (C) was maintained in normothermic conditions (25°C, 45% RH) throughout the experiment. Heat stress had a significant negative effect on intrauterine development, mainly when HS exposure occurred in the first half of pregnancy (FP and TP groups). Post-natal growth of FP and TP mice was hindered until four weeks of age. The total number of follicles per ovary did not vary (P > 0.05) between the control and HS-exposed groups. Mean numbers of primordial follicles were lower (P < 0.05) in the sexually mature FP than those in SP and TP F1 females. However, the mean number of viable embryos after superovulation was lower (P < 0.05) in TP compared with C group. The expression of genes associated with physiological and cellular response to HS, autophagy, and apoptosis was significantly affected in the ovarian tissue of F1 females and F2 in vivo-derived blastocysts in all HS-exposed groups. In conclusion, exposure to HS during pregnancy compromised somatic development and reproductive parameters as well as altered gene expression profile that was then transmitted to the next generation of mice.