Heat stress (HS) results in major losses to the pork industry via reduced growth performance and possibly carcass fat quality. The experimental objective was to measure the effects of HS on the pig’s response to dietary fat in terms of lipid digestion, metabolism, and deposition over a 35 d finishing period. A total of 96 PIC 337 × C22/C29 (PIC, Inc., Hendersonville, TN) barrows (initial BW of 100.4 ± 1.2 kg) were allotted randomly to 1 of 9 treatments arranged as a 3 × 3 factorial: [TN (thermonetural: constant 24°C; ad libitum access to feed), PFTN (pair-fed thermoneutral: constant 24°C; limit-fed based on previous HS daily feed intake), or HS (cyclical 28°C nighttime, 33°C d 0 to 7, 33.5°C d 7 to 14, 34°C d 14 to 21, 34.5°C d 21 to 28, 35°C d 28 to 35 daytime; ab libitum access to feed)] and diet [a corn-soybean meal based diet with 0% added fat (CNTR), 3% added tallow (TAL; iodine value (IV) = 41.8), or 3% added corn oil (CO; IV = 123.0)]. No interactions between environment and diet were evident for any major response criteria (P ≥ 0.063). Rectal temperature increased due to HS (HS = 39.0, TN = 38.1, PFTN = 38.2°C; P < 0.001). Heat stress decreased ADFI (27.8%; P < 0.001), ADG (HS = 0.72, TN = 1.03, PFTN = 0.78 kg/d; P < 0.001), and G:F (HS = 0.290, TN = 0.301, PFTN = 0.319; P = 0.006). Heat stress barrows required 1.2 Mcal of ME intake more per kg of BW gain than PFTN (P < 0.001). Heat stress tended to result in the lowest ATTD of AEE (HS = 59.0, TN = 60.2, PFTN = 61.4%, P = 0.055). True total tract digestibility of AEE of CO-based diets (99.3%) was greater than that of CNTR (97.3%) and TAL-based diets (96.3%; P = 0.012). Environment had no impact on TTTD of AEE (P = 0.118). Environment had no impact on jowl IV at market (HS = 69.2, TN = 69.3, PFTN = 69.8 g/100 g; P = 0.624). Jowl IV at market increased with increasing degree of unsaturation of the dietary fat (CNTR = 68.5, TAL = 68.2, CO = 71.5 g/100 g; P < 0.001). Heat stress decreased mRNA abundance of ATGL and HSL (P ≤ 0.041). HS and CO increased mRNA abundance of SCD (P ≤ 0.047), and CO increased abundance of FASN (P = 0.011). In conclusion, HS does not alter the pig’s response to dietary fat. However, HS leads to reduced ADG, ADFI, G:F, caloric efficiency, and a suppression of mRNA abundance of genes involved in the lipolytic cascade, which resulted in a phenotype that was fatter than PFTN.