Objectives of this experiment were to evaluate pregnancy per AI (P/AI) and progesterone (P4) concentrations after AI of lactating dairy cows under heat stress conditions treated with 100 μg gonadotropin-releasing hormone (GnRH) at AI, 5 d after AI, or both. Lactating Holstein cows from two herds were enrolled in the study during summer. Cows detected in estrus based on tail paint removal were allocated to four treatments: (1) control (CON = 722); (2) GnRH treatment at AI (G0 = 739); (3) GnRH treatment 5 d post-AI (G5 = 697); or (4) GnRH treatment at AI and 5 d post-AI (G0+G5 = 697). Blood samples were collected from a subgroup of cows at AI (study d 0), study d 5 and 12 to determine P4 concentrations. Pregnancy diagnosis was conducted at study d 36 and 94. Temperature and relative humidity were collected from a meteorological station nearest the herds and temperature-humidity index (THI) was calculated. Average THI during study enrollment was 83.8 ± 0.1 and THI at study d 0 tended (P = 0.09) to be associated with P/AI at study d 36, but it was not (P = 0.33) associated with P/AI at study d 94. Treatment with GnRH at AI, 5 d after AI, or both, did not affect (P ≥ 0.64) P/AI at study d 36 or 94. An interaction, however, was detected (P = 0.06) between treatment and lactation number. Such an interaction was observed because, among ≥ third-lactation cows, P/AI was greater for G0+G5 (28.6%) and G5 (25.3%) than CON cows (17.3%) at study d 36. Pregnancy per AI of ≥ third-lactation G0 cows did not (P ≥ 0.11) differ from CON, G5, and G0+G5 cows. No differences in P/AI were detected among treatments in first- and second-lactation cows. Overall, treatments with GnRH at AI, 5 d after AI, or both were not (P = 0.94) associated with P4 concentrations on study d 0, 5 or 12. Among cows diagnosed pregnant at study d 36, progesterone concentration on d 5 was not affected (P ≥ 0.24) by treatments with GnRH at AI, 5 d after AI, or both, but progesterone concentration on d 12 was greater for cows treated with GnRH at AI and 5 d after AI compared with G0 cows. Lactating dairy cows in their third or greater lactation exposed to heat stress conditions with compromised fertility may have increased P/AI after treatment with GnRH 5 d after AI or the combined treatment of GnRH at AI and 5 d after AI because of reduced early embryonic loss.