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This study was aimed to evaluate the degree of thermal stress exhibited by Holsteins under a continental temperate climate. Milk, fat, protein, and somatic cell count test-day records collected between 2000 and 2011 from 23,963 cows in 604 herds were combined with meteorological data from 14 public weather stations in Luxembourg. Daily values of 6 different thermal indices (TI) weighted in term of temperature, relative humidity, solar radiation, and wind speed were calculated by averaging hourly TI over 24h. Heat stress thresholds were first identified by a broken-line regression model. Regression models were thereafter applied to quantify milk production losses due to heat stress. The tipping points at which milk and protein yields declined were effectively identified. For fat yield, no valid threshold was identified for any of the studied TI. Daily fat yields tended to decrease steadily with increasing values of TI. Daily …