Exposure to heat stress during a cow’s dry period disrupts mammary gland remodeling, impairing mammary function and milk production during the subsequent lactation. Yet, proteomic changes in the mammary gland underlying these effects are not yet known. We investigated alterations in the mammary proteome and phosphoproteome during lactation as a result of dry period heat stress using an isobaric tag for relative and absolute quantitation (iTRAQ)-based approach. Cows were cooled (CL; n = 12) with fans and water soakers in a free stall setting or were heat stressed through lack of access to cooling devices (HT; n = 12) during the entire dry period (approximately 46 days). All cows were cooled postpartum. Mammary biopsies were harvested from a subset of cows (n = 4 per treatment) at 14, 42, and 84 days in milk. Overall, 251 proteins and 224 phosphorylated proteins were differentially abundant in the lactating mammary gland of HT compared to CL cows. Top functions of differentially abundant proteins and phosphoproteins affected were related to immune function and inflammation, amino acid metabolism, reactive oxygen species production and metabolism, tissue remodeling, and cell stress response. Patterns of protein expression and phosphorylation are indicative of increased oxidative stress, mammary gland restructuring, and immune dysregulation due to prior exposure to dry period heat stress. This study provides insights into the molecular underpinnings of disrupted mammary function and health during lactation arising from prior exposure to dry period heat stress, which might have led to lower milk yields.