The aim of the study is to identify the candidate biomarkers of heat stress (HS) in the urine of lactating dairy goats through the application of proton Nuclear Magnetic Resonance (1H NMR)-based metabolomic analysis. Dairy does (n = 16) in mid-lactation were submitted to thermal neutral (TN; indoors; 15 to 20°C; 40 to 45% humidity) or HS (climatic chamber; 37°C day, 30°C night; 40% humidity) conditions according to a crossover design (2 periods of 21 days). Thermophysiological traits and lactational performances were recorded and milk composition analyzed during each period. Urine samples were collected at day 15 of each period for 1H NMR spectroscopy analysis. Principal component analysis (PCA) and partial least square-discriminant analysis (PLS-DA) assessment with cross validation were used to identify the goat urinary metabolome from the Human Metabolome Data Base. HS increased rectal temperature (1.2°C), respiratory rate (3.5-fold) and water intake (74%), but decreased feed intake (35%) and body weight (5%) of the lactating does. No differences were detected in milk yield, but HS decreased the milk contents of fat (9%), protein (16%) and lactose (5%). Metabolomics allowed separating TN and HS urinary clusters by PLS-DA. Most discriminating metabolites were hippurate and other phenylalanine (Phe) derivative compounds, which increased in HS vs. TN does. The greater excretion of these gut-derived toxic compounds indicated that HS induced a harmful gastrointestinal microbiota overgrowth, which should have sequestered aromatic amino acids for their metabolism and decreased the synthesis of neurotransmitters and thyroid hormones, with a negative impact on milk yield and composition. In conclusion, HS markedly changed the thermophysiological traits and lactational performances of dairy goats, which were translated into their urinary metabolomic profile through the presence of gut-derived toxic compounds. Hippurate and other Phe-derivative compounds are suggested as urinary biomarkers to detect heat-stressed dairy animals in practice.