We examine the effect of extreme heat on US milk production. We rely on a detailed panel dataset comprised of more than 150 million daily cow lactation records (2006-2016) from about 8 million cows, that we link with gridded weather information. Our findings indicate that heat has a nonlinear effect on milk yield. Milk yields remain mostly insensitive to changes in temperature up to a threshold beyond which yields decrease precipitously. We also find that heat has a substantial negative effect on milk components. Unlike yields, the detrimental of heat on fat and protein content are gradual, indicating that quality losses occur at moderate temperatures well below when temperature effects on yield manifest themselves. Additionally, we find considerable heterogeneity in the effect of heat across several dimensions, including farm size and location, cow breed and age.