Heat stress poses a great challenge to livestock health, productivity, and adaptability, especially in tropical climates. Under the scenario of climate change and rising global temperatures, understanding the physiological, hematological, biochemical, and molecular responses to heat stress in livestock is crucial. The present study was designed to assess the physiological, hematological, biochemical, and molecular responses to heat stress in the Malabari goat breed, which originated in South India. The gene expression patterns of heat-shock proteins (HSPs) HSP27, HSP70, and HSP90 were also assessed. Twelve adult does were divided into grazing and nongrazing groups, and the study was conducted for 2 months during winter and summer seasons. Higher ambient temperature and solar radiation were recorded in summer, with a higher temperature-humidity index indicating heat stress (77.50 ± 0.27). Significant increases in respiratory rate, rectal temperature, and surface body temperature were detected in goats, indicating that the animals were under physiological stress, especially during the summer season. The seasonal changes in these parameters differed between grazing and nongrazing goats. The pulse rate was significantly influenced by both season and grazing patterns. The hematological parameters like monocyte count, mean corpuscular hemoglobin, mean corpuscular volume, and mean corpuscular hemoglobin concentration in Malabari goats were mainly influenced by seasonal variations. However, the seasonal shift in hematocrit levels was not uniform across the grazing strategies. Biochemical parameters, including aspartate aminotransferase and alanine aminotransferase (ALT) levels, exhibited significant seasonal variations. Additionally, ALT and total protein concentrations differed between the grazing groups. The impact of seasonal variations on glucose concentration varied between grazing and nongrazing goats. HSP70 and HSP90 gene expression increased over the summer, but HSP27 gene expression did not show any difference in our study. As a stress response mechanism, these results show that Malabari goats experience physiological, hematological, biochemical, and molecular changes in response to heat stress, including the upregulation of important HSPs.