The analysis of fecal metabolite profiles could provide novel insights into the mechanisms underlying animal responses to environmental stressors and diet. We aimed to evaluate the effects of a 14-day heat stress period and of dietary mineral and vitamin supplementation under heat stress on fecal metabolite profiles and to investigate their associations with physiological markers of heat stress, leaky gut, and inflammation in lactating dairy cows. Twelve multiparous Holstein cows (42.2 ± 5.6 kg milk/d; 83.4 ± 27.1 DIM) were enrolled in an experiment in a split-plot design. The main plot was the level of dietary vitamin E and Se, as follows: (1) low (L-ESe; 20 IU/kg vitamin E, 0.3 ppm Se) or (2) high (H-ESe 200 IU/kg vitamin E, 1.2 ppm Se). Within each plot, six cows were randomly assigned to either (1) heat stress (HS; Total Humidity Index (THI): 82), (2) pair-feeding in thermoneutrality (TNPF; THI = 64), or (3) HS with vitamin D3 and Ca supplementation (HS+DCa; 1820 IU/kg and 1.5% Ca; THI: 82) in a replicated 3 × 3 Latin square design with 14-day periods and 7-day washouts. The concentrations of 94 metabolites were determined in fecal samples, including amino acids, fatty acids, biogenic amines, and vitamins. Relative to the L-ESe group, the H-ESe group increased α-tocopherol by threefold, whereas δ-tocopherol was decreased by 78% (PFDR < 0.01). Nevertheless, correlation analysis between α-tocopherol and all the others fecal metabolites or physiological heat stress measures did not show significant associations. No interactions between main plot and treatments were observed. Relative to TNPF, HS increased plasma tumor necrosis factor-alpha (TNF-α), plasma lipopolysaccharide-binding protein (LBP), milk somatic cell counts (SCC), respiratory rates, rectal temperatures, fecal tridecylic and myristic acids, vitamin B7, and retinol, whereas it decreased fecal amino acids such as histidine, methyl histidine, acetyl ornithine, and arginine (PFDR < 0.05). In contrast, HS+DCa increased fecal methyl histidine concentrations and reduced milk SCC, plasma TNF-α, and LBP, as well as rectal temperatures. Discriminant analysis revealed fecal histidine, taurine, acetyl ornithine, arginine, β-alanine, ornithine, butyric + iso-butyric acid, plasma non-esterified fatty acids, TNF-α, LBP, C-reactive protein, and milk SCC were predictive of HS. Several metabolites were predictive of HS+DCa, although only tryptophan was discriminant relative to HS. In conclusion, both heat stress and the supplementation of vitamin D3 and Ca can influence the fecal metabolome of dairy cows experiencing heat stress, independently of dietary levels of vitamin E and Se. Our results suggest that some fecal metabolites are well associated with physiological measures of heat stress and may thus provide insights into the gut-level changes taking place under heat stress in dairy cows.