This study aimed to evaluate and compare the physiological performance of different genetic groups of sheep, by physiological variables and serum hormone levels, in a hot weather environment. Thirty sheep from five genetic groups were used: Santa Inês (SI), ½ Dorper + ½ Santa Inês (DO), ½ Ilê de France + ½ Santa Inês (IF), ½ Suffolk + ½ Santa Inês (SK), and ½ Texel + ½ Santa Inês (TX). The readings and records of physiological parameters (respiratory rate (RR), rectal temperature (RT), auricular cavity temperature (ACT), and surface temperature (ST)) were carried out at 7:00 am, 1:00pm, and 7:00pm, in 12 non-consecutive days. The collections of blood samples for hormone analysis (triiodothyronine (T3), thyroxine (T4), and cortisol (CORT)) is in four consecutive days. The environmental conditions of the experimental period caused a thermal discomfort in the sheep, but not a state of thermal stress. The thermolysis mechanisms, sensitive (ST and ACT) and latent (RR) processes, were enough to maintain their homeostasis (RT). The results showed that crossbred breeds presented a higher metabolism and were more efficient at dissipating heat through thermolysis than the SI breed. The crossbred breeds were efficient at dissipating heat through the elevation of body surface temperature and respiratory rate, mainly SK and TX, i.e., crossbred breeds, despite the wool cover, used thermoregulatory mechanisms that promoted lower variation of RT. The analysis of variance showed significant effects (P < 0.05) to the time factor in the responses of T4 and T3, and to the breed factor in the responses of CORT, T4, and T3. We did not observe interaction between the factors to any of the hormonal variables. Therefore, we can state that the effect of time was independent of breed and vice versa. Thyroid hormones presented lower blood concentration in the mornings (4.03 ± 0.82, T4; 65.08 ± 10.6, T3), increasing their concentration in the afternoon (4.60 ± 1.03, T4; 70.16 ± 14.17, T3). The thyroid hormones presented a normal circadian rhythm, with the exception of SK. Air temperature (AT) showed greater correlation with physiological variables than enthalpy (H) did, in the experimental conditions. However, H showed correlation with T4 and T3. The adaptive profile of the genetic groups under study are different, but the IF genetic group showed better performance under environmental conditions.