For the first time, the thermoregulatory, morphometric and productive responses of the Morada Nova breed and its crosses with the Santa Inês and Rabo Largo breeds in the Brazilian semi-arid region were evaluated. Subsequently, the relationship between thermoregulation and morphometric, productive and non-carcass components was verified. 30 lambs, weighing 2.26 ± 0.53 kg at birth and 7.31 ± 1.85 kg at weaning, were distributed into three genetic groups: Morada Nova (MN) and its F1 crossbred Morada Nova × Rabo Largo (RL×MN) and Morada Nova x Santa Inês (SI×MN) animals in a completely randomized factorial design (3 genetic groups × 2 sexes). Machine learning techniques were performed in order to understand the relationship between the variables and in order to identify phenotypic biomarkers. No interaction effect was observed for any variable under study (P > 0.05). Male lambs have higher heart rate (P = 0.03), are heavier (P < 0.001), have higher weight gain (P < 0.001) and higher skin weight (P = 0.01) when compared to females. MN ×SI lambs showed lower heart rate (P = 0.03) and rectal temperature (P = 0.02). Respiratory rate was similar (P = 0.26) between genetic groups. It was also observed that crossbred lambs had higher morphological measures, non-carcass components and productive responses (P < 0.001). Lung weight in purebred animals was lower (P = 0.01) when compared to MN × SI, but equal to MN × RL. The first component was characterized by morphological, productive and non-carcass components, and the second component by thermoregulatory response. The canonical correlation analysis showed that the thermoregulatory response is influenced by the morphological response (P = 0.002). Furthermore, the weight of non-carcass components does not have a relationship (P = 0.834) with thermoregulatory responses. Finally, the thermoregulatory responses did not influence (P = 0.717) the productive responses of sheep in the Brazilian semi-arid region. The redundancy index showed that 36.1% of the variation in thermoregulatory responses is explained by morphological responses, more specifically: the smaller the body length and chest circumference, the higher the animal's heart rate. The productive and morphometric responses and the non-carcass components are the main phenotypic biomarkers used to differentiate the genetic groups of lambs. The crossing of the native Brazilian semi-arid region breed led to higher body weight attributed to higher adaptability, manifested by lower rectal temperature and heart rate with no recorded increase of the morphological indicators.