Heat stress is known to affect performance of dairy cows experiencing prolonged periods of high temperature and relative humidity. Less is known about its effects in cooler climates. The goals of the present study were to determine the prevalence of days susceptible to cause mild heat stress in dairy cows living in a humid continental climate and to investigate the relationship between the number of consecutive days of mild heat stress and milk, fat, protein, and lactose production. A 6-yr data set (2010–2015) containing 606,031 milk analysis records for 34,360 Holstein dairy cows at different parities was matched with the corresponding daily maximum temperature–humidity index. Exposure to heat stress conditions was divided into 5 categories corresponding to 0, 1 to 2, 3 to 4, 5 to 6, and 7 to 8 consecutive days before milk test date. On average, cows were exposed to heat stress conditions for 135.8 ± 5.9 d/yr in Southwest Quebec and 95.3 ± 10.2 d/yr in Eastern Quebec. Cows experiencing heat stress conditions produced on average less fat, protein, and energy-corrected milk and lower fat and protein concentrations. The decrease in milk fat reached 6% for category 7 to 8 exposure of cows in parity 3 or more. The association between exposure category and milk yield and lactose yield and concentration was weak. Heat stress lowered milk fat and protein production but had little effect on milk volume output. Further research is necessary to better understand the mechanism underlying the effects of sporadic low- to medium-intensity heat stress on dairy productivity.