Climate change acts as a major threat to climate sensitive sectors such as agriculture and animal husbandry. This change in climate will be a greatest challenge to about 1.3 billion population who depends on animal husbandry as their livelihood. Heat stress is considered as one of the primary factors that imposes negative impacts on production and reproduction in farm animals. In addition, it also alters the immune functions of the animal and makes them susceptible to infectious diseases. Based on the duration of exposure, heat stress either enhances or suppresses the immune functions in farm animals. The stress signal acts mainly through hypothalamo-pituitary-adrenal (HPA) axis to modulate the immune response. Generally, it is considered that heat stress acts to shift the adaptive immune function from cell mediated to humoral immunity and thus weakens the animal immune function. Another aspect of this climatic change is the threat of emerging and re-emerging pathogens and disease vectors for which livestock needs fine-tuned immune system to fight against naïve pathogens. Thus, the heat stress-immune system interactions need to be studied thoroughly in order to introduce various management and nutritional strategies to alleviate the ill-effects of heat stress in farm animals.