Environmental exposure during confinement and feeding strategy affects cow behavior, nutrient utilization, and performance. Milk production and composition, body condition score, non-esterified fatty acids, and beta-hydroxybutyrate were determined during a full lactation in cows submitted to (a) grazing + partial confinement in outdoor soil-bedded pens with shade structures (OD-GRZ); (b) grazing + partial confinement in a compost-bedded pack barn with cooling capacity (CB-GRZ); or (c) total confinement (same facilities as CB-GRZ) and fed TMR ad libitum (CB-TMR). Autumn (ACS) and spring (SCS) calving season cows were used for each treatment, except for CB-TMR (only SCS). In ACS, treatments did not differ in any variable, possibly due to mild weather. In SCS, milk production was higher in CB-TMR than CB-GRZ, which in turn produced more milk than OD-GRZ. Differences coincided with heat waves and/or heavy rains (similar grazing conditions and mixed ration DM intake). Milk fat, protein and lactose yield, protein content, and BCS were higher in CB-TMR, without differences between CB-GRZ and OD-GRZ. Cows in OD-GRZ had impaired energy metabolism. Under moderately unfavorable environmental conditions (ACS), when well-managed, OD-GRZ systems could equate to the productive response of CB-GRZ. However, in worse climatic conditions (SCS), performance could be compromised, especially when compared to TMR systems.