Nutritional strategies to mitigate the negative effects of heat stress on animal welfare and productivity often involve changes in ration formulation. However, cattle commonly sort their ration in favour of certain components, and it is not clear how feed sorting responds to heat stress. This study investigated the association between heat stress and feed sorting behaviour. Lactating Holstein dairy cows (n = 32; parity = 2.8±1.2; mean±SD) were housed in a free stall barn and milked 3×/day. Cows were fed individually using the Calan Broadbent Feeding System and offered ad libitum access to a total mixed ration (containing on a dry matter basis: 3.3% ryegrass hay, 16.5% ryegrass baleage, 24.7% corn silage, 11.1% brewers grains, 19.7% ground corn, 19.8% concentrate and 4.9% protein/mineral supplement), provided 1×/day. Beginning at 186±60 days in milk, cows were exposed to either: heat stress conditions (HT; n = 15) (average temperature–humidity index: 77.6), or evaporative cooling (CL; n = 17), consisting of misters and fans over the freestall and feed bunks. Data were collected during a 4-day baseline period, and two 4-day experimental periods: starting at 10 days after implementing treatments (defined as acute heat stress for HT cows), and at 62 days after implementing treatments (defined as chronic heat stress for HT cows). Daily feed intake and physiological responses to heat stress (body temperature, respiration rate) were recorded. Samples of fresh and refused feed were collected daily from individual cows for particle size analysis. The particle size separator had three screens (19, 8 and 1.18 mm) and a bottom pan, resulting in 4 fractions (long, medium, short and fine particles). Feed sorting was calculated as the actual intake of each particle size fraction expressed as a percentage of the predicted intake of that fraction. During both heat stress periods, HT cows sorted for long particles more than CL cows (105.0% v. 100.6%; SE = 1.1). During acute heat stress, HT cows sorted to a greater extent than CL cows against medium and short particles, whereas sorting of these fractions did not differ during chronic heat stress. Body temperature and respiration rate were associated across treatments with the extent of sorting for long particles and against short particles during acute heat stress. These results suggest that feed sorting is particularly influenced during acute heat stress, and that sorting for longer particles may increase in heat stress.