The effect of two divergent nutritional levels during late pregnancy upon some physiological variables and the number (NC) and diameter (DC) of placental cotyledons along with litter weight at birth (LWB) on heat-stressed (42-45 °C) hair ewes was evaluated. Multiparous Katahdin x Pelibuey ewes (n = 24) at the onset of the 3/3 of pregnancy were randomly assigned to two treatments (n = 12): (1) non-nutritionally restricted (NNR) ewes, with free access to wheat straw plus 500 g/day of concentrate, and (2) nutritionally restricted (NR) ewes, receiving only wheat straw ad libitum. On days 100, 115, 130, and 145 of gestation, the body weight (BW), body condition score (BCS), rectal temperature (RT), respiration rate (RR) were registered in the afternoon (15:00) while the temperature-humidity index (THI) was calculated. At lambing, NC, DC, and LWB were also registered. Analyses considered a completely random design (CRD)-ANOVA with repeated measures across time, considering to litter size (LS) as covariable to reduce any possible influence of LS upon the response variables along experimental diets. BW and BCS were higher in NNR ewes at days 115, 130, and 145. Despite RT similarities (P < 0.05) between treatments, RR was greater (P < 0.01) in the NNR ewes, particularly towards the end of the experimental period. The observed THI averages confirmed severe heat stress conditions on ewes all day round across the experimental period, yet, NC, DC, and LWB favored (P < 0.05) to the NNR ewes. Despite that NNR ewes faced a significant heat stress based on the observed THI values, they consumed a diet with an increased energy-protein density, suggesting that the increased RR in the NNR group was exerted as a compensatory thermoregulation mechanism. Nutritional supplementation in hair ewes besides to an increase the energy body reserves (BW and BCS) also improved both the number and size of cotyledons, while generated an increased litter weight at birth.