Korean peninsula weather is rapidly becoming subtropical due to global warming. In summer 2018, South Korea experienced the highest temperatures since the meteorological observations recorded in 1907. Heat stress has a negative effect on Holstein cows, the most popular breed of dairy cattle in South Korea, which is susceptible to heat. To examine physiological changes in dairy cows under heat stress conditions, we analyzed the profiles circulating microRNAs isolated from whole blood samples collected under heat stress and non-heat stress conditions using small RNA sequencing. We compared the expression profiles in lactating cows under heat stress and non-heat stress conditions to understand the regulation of biological processes in heat-stressed cows. Moreover, we measured several heat stress indicators, such as rectal temperature, milk yield, and average daily gain. All these assessments showed that pregnant cows were more susceptible to heat stress than non-pregnant cows. In addition, we found the differential expression of 11 miRNAs (bta-miR-19a, bta-miR-19b, bta-miR-30a-5p, and several from the bta-miR-2284 family) in both pregnant and non-pregnant cows under heat stress conditions. In target gene prediction and gene set enrichment analysis, these miRNAs were found to be associated with the cytoskeleton, cell junction, vasculogenesis, cell proliferation, ATP synthesis, oxidative stress, and immune responses involved in heat response. These miRNAs can be used as potential biomarkers for heat stress.