Thrombomodulin (TM) exerts anticoagulant and anti-inflammatory effects to improve the survival of patients with septic shock. Heat stroke resembles septic shock in many aspects. We tested whether TM would improve cognitive deficits and related causative factors in heat-stressed (HS) mice. Adult male mice were exposed to HS (33°C for 2 hours daily for 7 consecutive days) to induce cognitive deficits. Recombinant human soluble TM (1mg/kg, i.p.) was administered immediately after the first HS trial and then once daily for 7 consecutive days. We performed the Y-maze, novel objective recognition, and passive avoidance tests to evaluate cognitive function. Plasma levels of lipopolysaccharide (LPS), high-mobility group box 1 (HMGB1), coagulation parameters, and both plasma and tissue levels of inflammatory and oxidative stress markers were biochemically measured. The duodenum and hippocampus sections were immunohistochemically stained. The intestinal and blood-brain barrier permeability were determined. Compared with controls, HS mice treated with TM had lesser extents of cognitive deficits, exacerbated stress reactions, gut barrier disruption, endotoxemia, blood-brain barrier disruption, and inflammatory, oxidative, and coagulatory injury to heart, duodenum, and hippocampal tissues, and increased plasma HMGB1. In addition to reducing cognitive deficits, TM therapy alleviated all the abovementioned complications in heat-stressed mice. The findings suggest that HS can lead to exacerbated stress reactions, endotoxemia, gut barrier disruption, blood-brain barrier disruption, hippocampal inflammation, coagulopathy, and oxidative stress, which may act as causative factors for cognitive deficits. TM, an anti-inflammatory, antioxidant, and anti-coagulatory agent, inhibited heat stress-induced cognitive deficits in mice.