Heat stress negatively affects health and production in cows. Examining the cellular response to heat stress could reveal underlying protective molecular mechanisms associated with superior resilience and ultimately enable selection for more resilient cattle. This type of investigation is increasingly important as future predictions for the patterns of heat waves point to increases in frequency, severity, and duration. Cows identified as high immune responders based on High Immune Response technology (HIR) have lower disease occurrence compared to their average and low immune responder herd-mates. In this study, our goal was to identify epigenetic differences between high and low immune responder cows in response to heat stress. We examined genome-wide DNA methylation of blood mononuclear cells (BMCs) isolated from high and low cows, before and after in vitro heat stress. We identified differential methylation of promoter regions associated with a variety of biological processes including immune function, stress response, apoptosis, and cell signalling. The specific differentially methylated promoter regions differed between samples from high and low cows, and results revealed pathways associated with cellular protection during heat stress.