Exposure of the preimplantation embryo to heat stress triggers a series of cellular, molecular, and adaptive changes preventing a normal embryonic development. Heat stress disrupts the embryo cytoskeleton, intracellular calcium levels, mitochondrial function, and induces apoptosis. Moreover, heat stress can act indirectly through induction of reactive oxygen species (ROS), leading to a variety of cellular damage. Embryonic resistance to heat shock is determined by factors such as genotype, developmental stage, apoptosis, redox status, and regulatory molecules. The early embryo is very susceptible to heat stress; it acquires resistance to elevated temperature as development advances. One of the mechanisms involved in the developmental acquisition of thermotolerance is heat-induced apoptosis, which acts as a quality control mechanism to remove damaged blastomeres allowing the embryo to survive after stress. Although embryos at >8-cell stage can activate the apoptotic cascade as an adaptive response to stress, embryos at the two-cell stage are resistant to proapoptotic signals. This lack of apoptotic response has been associated to mitochondrial resistance to depolarization and epigenetic regulations, such as DNA methylation and histone deacetylation. Even though the cellular mechanisms triggered by heat stress have been studied, very little attention has been paid to the vulnerability of the epigenome to drastic temperature changes during the preimplantation period. Therefore, this review aims to characterize the effects of elevated temperature on the bovine embryo, especially addresissing developmental, cellular, and epigenetic alterations triggered in response to temperature.