Heat stress (HS) results in major losses to the pork industry via reduced growth performance and, possibly, carcass fat quality. The experimental objective was to measure the effects of HS on the pig's response to dietary fat in terms of lipid digestion, metabolism, and deposition over a 35-d finishing period. A total of 96 PIC 337 × C22/C29 (PIC, Inc., Hendersonville, TN) barrows (initial BW of 100.4 ± 1.2 kg) were randomly allotted to 1 of 9 treatments arranged as a 3 × 3 factorial: thermoneutral (TN; constant 24°C; ad libitum access to feed), pair-fed thermoneutral (PFTN; constant 24°C; limit fed based on previous HS daily feed intake), or HS (cyclical 28°C nighttime, 33°C from d 0 to 7, 33.5°C from d 7 to 14, 34°C from d 14 to 21, 34.5°C from d 21 to 28, and 35°C from d 28 to 35 daytime; ab libitum access to feed) and diet (a corn-soybean meal-based diet with 0% added fat [CNTR], CNTR with 3% added tallow [TAL; iodine value {IV} = 41.8], or CNTR with 3% added corn oil [CO; IV = 123.0]). No interactions between environment and diet were evident for any major response criteria ( ≥ 0.063). Rectal temperature increased due to HS (39.0°C for HS, 38.1°C for TN, and 38.2°C for PFTN; < 0.001). Heat stress decreased ADFI (27.8%; < 0.001), ADG (0.72 kg/d for HS, 1.03 kg/d for TN, and 0.78 kg/d for PFTN; < 0.001), and G:F (0.290 for HS, 0.301 for TN, and 0.319 for PFTN; = 0.006). Heat stress barrows required 1.2 Mcal of ME intake more per kilogram of BW gain than PFTN ( < 0.001). Heat stress tended to result in the lowest apparent total tract digestibility of acid hydrolyzed ether extract (AEE; 59.0% for HS, 60.2% for TN, and 61.4% for PFTN; = 0.055). True total tract digestibility (TTTD) of AEE of CO-based diets (99.3%) was greater than that of CNTR (97.3%) and TAL-based diets (96.3%; = 0.012). Environment had no impact on TTTD of AEE ( = 0.118). Environment had no impact on jowl IV at market (69.2 g/100 g for HS, 69.3 g/100 g for TN, and 69.8 g/100 g for PFTN; = 0.624). Jowl IV at market increased with increasing degree of unsaturation of the dietary fat (68.5 g/100 g for CNTR, 68.2 g/100 g for TAL, and 71.5 g/100 g for CO; < 0.001). Heat stress decreased mRNA abundance of and ( ≤ 0.041). Heat stress and CO increased mRNA abundance of ( ≤ 0.047), and CO increased abundance of ( = 0.011). In conclusion, HS does not alter the pig's response to dietary fat. However, HS leads to reduced ADG, ADFI, G:F, and caloric efficiency and a suppression of mRNA abundance of genes involved in the lipolytic cascade, which resulted in a phenotype that was fatter than PFTN.