Heat stress adversely affects the productivity and immune status of dairy cows. The temperature-humidity index (THI) is commonly used to indicate the degree of heat stress on dairy cattle. We investigated the effects of different THI and Cr supplementation on the antioxidant capacity, the levels of heat shock protein 72 (Hsp72), and cytokine responses of lactating cows. The study used a total of 24 clinically healthy uniparous midlactation Holstein cows, which were randomly divided into 2 groups (n = 12 per group), and was conducted in 3 designated THI periods: low THI period (LTHI; THI = 56.4 ± 2.5), moderate THI period (MTHI; THI = 73.9 ± 1.7), and high THI period (HTHI; THI = 80.3 ± 1.0). The 2 groups of cows were fed corn and corn silage based basal diet supplemented chromium picolinate to provide 3.5 mg of Cr/cow daily (Cr+) or basal diet with no Cr (Cr-). The experiment was a 3 × 2 factorial design. The numbers of leukocytes (P < 0.05) and serum levels of glucose (P < 0.001) were lower; however, the serum levels of blood urea nitrogen (BUN; P < 0.001) and creatinine (P < 0.001) were greater in the MTHI and HTHI than in LTHI. The total antioxidant capacity in the serum was unaltered; an increase in superoxide dismutase activity (P < 0.001) and in serum malondialdehyde concentration (P < 0.001) was observed in the MTHI and HTHI compared with the LTHI. The high THI led to increases in serum concentrations of tumor necrosis factor-α (TNF-α; P < 0.001) and IL-10 (P < 0.05). Cows supplemented with Cr had lower (P = 0.009) serum concentrations of cholesterol but greater (P < 0.001, respectively) serum levels of Hsp72 and IL-10 compared with those without Cr supplementation in the HTHI. Western blot analysis revealed that cows supplemented with Cr had greater (P = 0.038) expression of the inhibitor of nuclear factor kappa B α (IκBα) in peripheral blood mononuclear cells (PBMC) compared with those without Cr supplementation in the HTHI, whereas the expression of Hsp72 in PBMC was unaltered. Data indicate that there is a decrease in glucose and increases in BUN and creatinine in the serum of midlactation cows under hot conditions during the summer and that these cows have a lowered oxidative capacity but an elevated antioxidant capacity. In addition, Cr may play an anti-inflammatory role in lactating cows by promoting the release of Hsp72, increasing the production of IL-10, and inhibiting the degradation of IκBα under hot conditions during the summer.