MicroRNAs (miRNAs) are small single-stranded non-coding RNAs that have an important regulatory function in animal growth and developmental processes. However, the differential expression of miRNA and the role of these miRNAs in heat-stressed Holstein cows are still unknown. In this study, the profile of differentially expressed miRNAs and the target genes analysis in the serum of heat-stressed and normal Holstein cows were investigated by a Solexa deep-sequencing approach and bioinformatics. The data identified 52 differentially expressed miRNAs in 486 known miRNAs which were changed significantly between heat-stressed and normal Holstein cows (fold change >2, P < 0.001). Target genes analysis showed that at least 7 miRNAs (miR-19a, miR-19b, miR-146a, miR-30a-5p, miR-345-3p, miR-199a-3p, and miR-1246) were involved in the response to stress, oxidative stress, development of the immune system, and immune response among the identified 52 differentially expressed miRNAs. Five miRNAs (miR-27b, miR-181a, miR-181b, miR-26a, and miR-146b) were involved in stress and immune responses and the expression of five miRNAs was striking (P < 0.001). In addition, RT-qPCR and deep-sequencing methods showed that 8 miRNAs among the 12 selected miRNAs (miR-19a, miR-19b, miR-27b, miR-30a-5p, miR-181a, miR-181b, miR-345-3p, and miR-1246) were highly expressed in the serum of heat-stressed Holstein cows. GO and KEGG pathway analysis showed that these differentially expressed miRNAs were involved in a pathway that may differentially regulate the expression of stress response and immune response genes. Our study provides an overview of miRNAs expression profile and the interaction between miRNAs and their target genes, which will lead to further understanding of the important roles of miRNAs in heat-stressed Holstein cows.