With global warming, there are growing challenges for raising taurine and composite beef cattle populations in tropical regions, including elevated temperatures, limited forage availability, parasite infestation, and infectious diseases. These environmental factors can trigger specific physiological responses in the developing fetus, which may have long-term implications on its performance. Therefore, the main objective of this study was to assess the influence of naturally induced thermal stress during the gestation period on the subsequent performance of tropical composite beef cattle progeny. Furthermore, we aimed to investigate the impact of genotype-by-gestational thermal environment interaction (G×Eg) on traits under selection pressure in the breeding population. A total of 157,414 animals from 58 farms located in various Brazilian states were recorded for birth weight (BW), preweaning weight gain (PWG), yearling weight (YW), hip height (HH), scrotal circumference (SC), and days to first calving (DFC). We first applied a linear regression model to the BW data, which revealed that the last 40d of gestation were suitable for calculating the mean temperature humidity index (THIg). Subsequent regression analyses revealed that for every 10-unit increase in THIg, detrimental effects of approximately 1.13% to 16.34% are expected for all traits evaluated. Genetic parameters were estimated through a reaction norm model using THIg as the environmental descriptor. The posterior means of heritability estimates (SD) were 0.35 (0.07), 0.25 (0.03), 0.31 (0.03), 0.37 (0.01), 0.29 (0.07), and 0.20 (0.09) for the direct effect of BW, PWG, YW, HH, SC, and DFC, respectively. These estimates varied along the range of THIg values, suggesting a variable response to selection depending on the thermal environment during gestation. Genetic correlation estimates between more divergent THIg values were low or negative for YW, PWG, and DFC, indicating that the best-performing individuals at low THIg values may not perform as well at high THIg values and vice versa. Overall, thermal stress during gestation impacts the future performance of beef cattle offspring. Our results indicate the need for developing effective breeding strategies that take into account G×Eg effects and the re-ranking of breeding animals along the THIg scale, particularly for traits such as DFC that are highly sensitive to thermal stress.