The Saanen is a highly productive breed, and for this reason, it has been raised in Brazil, but mostly under climate conditions completely different from where the breed originated. The objective of this study was to investigate variations in semen parameters and sperm membrane proteins from Saanen bucks (n = 7) raised in Northeastern Brazil, during dry season (September, October, and November) and rainy season (March, April, and May). We showed that during the dry season, sperm motility, concentration, and the percentage of normal sperm decreased as compared to the rainy season. Rectal temperatures of bucks had no significant (p > 0.05) variations during the dry and rainy seasons. However, temperatures of left and right skin testis were higher (p < 0.05) during the dry as compared to the rainy season. Expression of three proteins (lysine-specific demethylase 5D, adenosine triphosphate (ATP) synthase subunit d, and radial spoke head protein 9 homolog) in sperm membrane were more intense in rainy season and only one protein (cytosol aminopeptidase) had greater expression in the dry season of the year. Our results show that mechanisms of testicular thermoregulation of Saanen bucks did not prevent a decrease in seminal parameters during the dry season. This deterioration may be related to reduced expression of proteins associated with important functions in sperm membrane.