This study addresses the hypothesis that different acute stressors can cumulatively decrease milk yield. In fact, in a time of global warming, the impact of environmental stress and farm management practices on milk production remains unclear. In this context, our objective was to investigate the effect of acute and cumulative stress on gene expression in mammary tissue and their interactions with physiological responses and milk yield in Saanen goats. Thirty lactating goats were subjected to two treatments: (1) control (CT), in which goats were maintained following a habitual routine under comfort conditions; (2) stress (ST), in which the goats were subjected to different types of environmental stress: heat stress, adrenocorticotropic hormone administration, hoof care management, and exposure to rain. These stressors were performed sequentially, with one stress per day on four consecutive lactation days, to evaluate their effect on milk quality and milk yield. Our results showed that compared to CT goats, cumulative stress increased the gene expression of glucocorticoid receptor (GR), interferon-gamma (IFN-γ), superoxide dismutase (SOD), and catalase (CAT) in mammary tissue, which are indicators of cortisol action, inflammatory response, and antioxidant enzymes. Furthermore, the acute challenges imposed on ST goats changed their rectal temperature and respiratory frequency and increased cortisol, glucose, cholesterol, triglycerides, and high-density lipoprotein release in plasma when compared to CT goats. Although these physiological and metabolic responses restore homeostasis, ST goats showed lower milk yield and higher somatic cell count in milk than CT goats. In conclusion, the results confirmed our initial hypothesis that different acute stressors cumulatively decrease the milk yield in Saanen goats.