Production data included 81625 test-day records of 8380 dairy goats (Payoya breed) from 18 flocks collected from 2004 to 2007. The traits analyzed were daily milk yield and milk composition, using different linear models, to determine the effect of increasing temperature-humidity index (THI) on these traits. The results report that the range between 13 and 22 for THI is the thermoneutral zone of the animals. The genetic correlations between the general additive effect and the additive effect of heat tolerance were negative (-0,342 to -0,320) to THI>22. Therefore, milk yield is antagonistic with heat tolerance. However, the genetic variability to heat tolerance could report important profits to dairy goat breeders if they consider the greater or smaller adaptability to the environmental conditions as a selection criteria.