This research paper focuses on time-lagged heat stress (HS) effects from an across-generation perspective. Temperature × humidity indexes (THI) from the last 8 weeks of pregnancy were associated with subsequent female offspring performances. The offspring dataset considered 172 905 Holstein dairy cows from calving years 2002–2013 from 1,968 herds, located in the German federal state of Hesse. Production traits included milk yield (MKG), protein percentage (PRO%), fat percentage (FAT%), somatic cell score (SCS) and milk urea nitrogen (MUN) from the first official test-day in first lactation. Female fertility traits were the non-return-rate after 56 d (NRR56) in heifers and the interval from calving to first insemination (ICFI) in first parity cows. Longevity traits were the length of productive life (LPL), lifetime productivity in milk yield (LTP-MKG) and milk yield per day of life (MKG-DL). The association analyzes for 10 traits combined with meteorological data from 8 single weeks before calving implied in total 80 different runs. THI ≥50 from all single 8 weeks before calving had unfavorably significant effects on FAT%, ICFI and LPL. Heat stress in terms of THI ≥60 from the last 3 weeks before calving impaired MKG. NRR56 decreased with increasing THI, as observed for all 6 weeks before calving. LTP-MKG and MKG-DL decreased due to high THI in the last 4 weeks before calving. Heat stress (THI ≥60) during late pregnancy had no significantly unfavorable impact on PRO% and MUN. Interestingly, SCS in offspring declined with increasing THI during late pregnancy. In conclusion, for most of the primary and functional traits, unfavorable impact of HS from the dry period on time-lagged performances in offspring was identified, even on longevity. From a practical perspective, our data suggest to provide HS abatement to late gestation dams to avoid long-term adverse effects on the offspring.