Changes in non-invasive stress biomarkers were studied in shaded (n = 8) and non-shaded (n = 8) Holstein bull calves exposed to extreme heat load conditions in a continental region. Ambient temperature and humidity data were recorded for the S and NS hutch and exercise pen environments. Temperature-humidity-index (THI) was also calculated. Respiratory rate, rectal temperature, heart rate, and the root mean square of successive differences between R-R intervals (RMSSD) were recorded as animal-based indicators during three periods: (1) day 1, control day, during which all calves were shaded for 24h (shade removal from non-shaded calves at 2400h); (2) day 2, heat stress day, with shade over shaded calves; and (3) days 3-5, post-stress period, with shade over shaded calves. On the heat stress day, the maximum temperatures were 44.3 and 46.7°C for the non-shaded hutch and pen environments, respectively. The temperatures were with 6.2 and 6.9°C (P = 0.015 and P = 0.008) and the THIs were with 5.9 and 4.2units higher (P = 0.020 and P = 0.032) in the non-shaded than in the shaded environment for the hutch and exercise pen, respectively. Shaded calves had with 42.3 ± 3.2 breaths/min higher respiratory rate than non-shaded ones on the heat stress day at 1200h (P = 0.001), which was moderated to 20.1 ± 2.4 breaths/min at 1600h (P = 0.023). Significant differences in respiratory rate occurred earlier than in any other animal-based parameter between shaded and non-shaded calves on day 2. The only significant group difference in rectal temperature was found at 1200h on day 2 when THI exceeded 91units, with 0.59°C higher values for non-shaded calves (P = 0.045). The heart rate on days 2 and 3 was higher for non-shaded calves than for shaded ones. Group differences were also significant at 0800h (18.2 ± 1.2 beats/min, P = 0.008), 1200h (22.3 ± 1.4 beats/min, P = 0.003), 1600h (15.3 ± 0.8 beats/min, P = 0.012), and 2000h (19.0 ± 1.1 beats/min, P = 0.010) on day 2. Following a rapid daytime reduction, RMSSD showed a nighttime overcompensation in non-shaded calves on day 3 (between 0000 and 0600h) and day 4 (between 0000 and 0800h), exceeding the levels recorded on day 1 (control) and the levels for shaded calves, thus suggesting a recovery of the autonomic nervous system from heat stress. Based on our results, shading effectively reduced heat stress as evidenced by heart rate and RMSSD in addition to traditional measures of heat stress. Respiratory rate and heart rates exhibited by non-shaded calves support that the well-being of pre-weaned calves can be impaired in continental regions during following a heat stress day without providing shade.