Thermoregulation is the capability of an animal to maintain its core internal temperature by homeostasis. Small ruminants like sheep and goats acclimate to different environmental changes and often perform better during heat stress than other ruminants. Adapting small ruminants to exceptional weather events occurs through behavioral, genetic, physiological, and morphological mechanisms. Small ruminants can mitigate the consequences of thermal stress using behavioral strategies such as consuming more water, looking for shade, consuming less feed, standing instead of lying down behavior, and other morphological mechanisms such as size, shape, coat color, coat depth, pigmentation, and fat storage. Small ruminants also respond to thermal changes through physiological mechanisms such as variations in respiration, heart rate, core temperature, sweating rate, metabolic rate, and endocrine functions. From the genetic point of view, animals could inherit traits that favor their survival in specific climatic conditions. The adaptation of small ruminants to different thermal environments is determined by an elaborate network of genes with specific genome-wide DNA markers improving toleration to excessive heat. Therefore, genetic identification and analysis of thermotolerance genes should be applied as markers in breeding programs.