Context The effect of heat stress on the production and physiology of lactating dairy cows is well documented in literature. However, little is known about the effect of the provision of shade on DNA damage. Aims The present study aimed to evaluate the effects of shade provision on physiological, oxidative-stress, and DNA-strand damage in dairy cows exposed to mild heat stress. Methods The study was conducted at Lages, SC, Brazil, during 15 days in a southern hemisphere summer (January and February), with 14 lactating Holstein (n = 10) and Holstein × Jersey crossbreed (n = 4) dairy cows. Animals were randomly allocated to two groups of seven animals each (named as shaded and unshaded). These two groups were evaluated in the following three different periods: pre-stress period (5-day duration), stress period (4-day duration) and post-stress period (6-day duration). Shaded cows had free access to shade throughout the study; unshaded cows were prevented from accessing shade only in the stress period. Physiological (rectal temperature, heart and respiratory frequencies and panting score) and DNA-damage parameters (through Comet assay), as well as oxidative stress (in blood: carbonyl content, nitrite:nitrate ratio, thiobarbituric acid-reactive substances, TBARS) were evaluated. Key results In the stress period, shade deprivation resulted in higher values of respiratory rate, indicating that cows were under heat stress. In addition, DNA-damage levels were higher in this circumstance, probably due to inhibition of the DNA-repair systems by the thermal stress as well as thermal stress acting as a DNA-damage agent. Conclusions In a high-altitude subtropical region, during the hot season, shade provision decreases solar radiation heating effects and, thus, reduces DNA damage and the negative effects on cow metabolism and cell structure. Implications Shade effects on cow metabolism and cell structure must be taken into consideration in the planning of dairy farms and our results suggest that shade availability must not be disregarded, even in situations of mild heat stress.