Genetic selection for improved climatic resilience is paramount to increase the long-term sustainability of high-producing dairy cattle, especially in face of climate change. Various physiological indicators, such as rectal temperature (RT), respiration rate score (RR), and drooling score (DS), can be used to genetically identify animals with more effective coping mechanisms in response to heat stress events. In this study, we investigated genetic parameters for RT, RR (score from 1-3), and DS (score from 1-3). Furthermore, we assessed the genetic relationship among these indicators and other economically important traits for the dairy cattle industry. After data editing, 59,265 (RT), 30,290 (RR), and 30,421 (DS) records from 13,592 lactating Holstein cows were used for the analyses. Variance components were estimated based on a multiple-trait repeatability animal model. The heritability ± standard error estimate for RT, RR, and DS was 0.06 ± 0.01, 0.04 ± 0.01, and 0.02 ± 0.01, respectively, whereas their repeatability was 0.19, 0.14, and 0.14, respectively. Moderate genetic correlations of RR with RT and DS (0.26 ± 0.11 and 0.25 ± 0.16) and nonsignificant correlation between RT and DS (-0.11 ± 0.14) were observed. Furthermore, the approximate genetic correlations between RT, RR, and DS with 12 production, 29 conformation, 5 fertility and reproduction, 5 health, and 9 longevity-indicator traits were assessed. In general, the approximate genetic correlations calculated were low to moderate. In summary, 3 physiological indicators of heat stress response were measured in a large number of animals and shown to be lowly heritable. There is a value in developing a selection index including all the 3 indicators to improve heat tolerance in dairy cattle. All the unfavorable genetic relationships observed between heat tolerance and other economically important traits can be accounted for in a selection index to enable improved climatic resilience while also maintaining or increasing productivity in Holstein cattle.