Heat stress is one of the limiting factors negatively affecting pig production, health, and fertility. Characterizing genomic regions responsible for variation in HS tolerance would be useful in identifying important genetic factor(s) regulating physiological responses to HS. In the present study, we performed genome-wide association analyses for respiration rate (RR), rectal temperature (TR), and skin temperature (TS) during HS in 214 crossbred gilts genotyped for 68,549 single nucleotide polymorphisms (SNP) using the Porcine SNP 70K BeadChip. Considering the top 0.1% smoothed phenotypic variances explained by SNP windows, we detected 26, 26, 21, and 14 genes that reside within SNPs explaining the largest proportion of variance (top 25 SNP windows) and associated with change in RR (ΔRR) from thermoneutral (TN) conditions to HS environment, as well as the change in prepubertal TR (ΔTR), change in postpubertal ΔTR, and change in TS (ΔTS), respectively. The region between 28.85 Mb and 29.10 Mb on chromosome 16 explained about 0.05% of the observed variation for ΔRR. The growth hormone receptor (GHR) gene resides in this region and is associated with the HS response. The other important candidate genes associated with ΔRR (PAIP1, NNT, and TEAD4), ΔTR (LIMS2, TTR, and TEAD4), and ΔTS (ERBB4, FKBP1B, NFATC2, and ATP9A) have reported roles in the cellular stress response. The SNP explaining the largest proportion of variance and located within and in the vicinity of genes were related to apoptosis or cellular stress and are potential candidates that underlie the physiological response to HS in pigs.