Changes in lying behaviour in response to extreme ambient temperatures have not been examined in dairy calves so far. In this study, lying time, and frequency of lying down were investigated in shaded (n = 8) and non-shaded (n = 8) Holstein bull calves during a 5-d period [temperature, average/max (°C); Day 1 (control, all calves shaded): 22.9/29.4, Day 2 (heat stress day): 28.3/38.8, Day 3: 26.2/33.5, Day 4: 23.7/28.7, and Day 5: 21.2/24.7]. The thermal environment around the calves was characterized by the temperature-humidity index (THI). A three-dimension accelerometer was used to record posture of the calves and lying time and lying down frequency were analysed with 4-h sampling intervals. On Day 1 no differences were found in THI between the shaded and non-shaded environments. On Days 2, 3 and 4 maximal and average THI were higher in the shaded than those recorded for the non-shaded environment. On Day5 no significant differences in THI were observed between calf environments. A similar diurnal pattern of lying time and lying down frequency was observed in both groups. Lying times were shorter during the afternoon (P = 0.003); however, no group differences were found in lying time (P = 0.551). During the daytime (between 8:00 and 20:00), the frequency of lying down was 50, 33, and 41% higher, respectively, than during the nighttime on Days 2, 3 and 4 (P < 0.001, P = 0.011, and P < 0.001). On the heat stress day, non-shaded calves changed posture 88.4 and 76.6% more often than shaded ones between 8:00 and 12:00 and 12:00 and 16:00, respectively (P < 0.001 for both intervals). Similar group differences were observed for Day 3 between 8:00 and 12:00 (71.2%) and Day 4 between 12:00 and 16:00 (76.6%), respectively (P = 0.003, and P = 0.001). On Day 5, there was no difference between groups (P = 0.732). As indicated by our results, heat stress causes changes in lying down frequency and lying time in dairy calves. Supplemental shading reduces discomfort as indicated by lying down frequency, but not by lying time.