The aim of this study was to evaluate the effect of heat stress on the suckling behavior and performance of Nelore (NE), ½ Nelore × ½ Angus (NA), and ½ Nelore × ½ Pantaneiro (NP) crossbred calves, in environments shaded or unshaded, using the temperature-humidity index (THI) and Kleiber index (KI) equations. Twenty-five animals were evaluated, from 30days of age distributed as follows: 9 NE, 8 NA, and 8 NP calves, from 7:00 A.M. to 5:00 P.M., under shaded and unshaded environments. Data were collected on number of suckling episodes per day (NS), mean suckling duration (MSD), surface body temperature (SBT), THI, weight gain, and KI. THI showed difference (P < 0.05) between environments, being lower in the shaded area. NA cattle had higher SBT (33.00 ± 2.31), differing (P < 0.05) from NE (31.71 ± 1.65) and NP (31.38 ± 1.99), and lower (P < 0.05) suckling activity, suggesting reduced thermal comfort. However, their weight gain and KI were higher, differing (P < 0.05) from the other genetic groups. NE and NP cattle did not differ (P > 0.05) in weight gain and KI. Thus, the results suggest that NA calves, despite the greater thermal discomfort, used thermolysis mechanisms to maintain higher weight gain and feed efficiency (KI) than the other groups. NP showed greater thermal adaptability, in addition to weight gain and KI similar to NE cattle.