Background and Objective: Heat stress resulting from climate change has increasingly challenged the sustainability of poultry production in the tropics. This study determined the effect of early-age thermal conditioning in selected local and exotic chickens in Nigeria. Materials and Methods: On day six, twenty chicks each from Cobb 500 (C500), Ross 308 (R308) and improved Nigerian indigenous broiler-FUNAAB Alpha (FA) strains were thermally conditioned at 40±1°C for 3 hrs. Conditioned and unexposed chicks were acutely challenged at 40±1°C for 15 min on day ten, just before collecting blood and tissue samples for haematology and qPCR, respectively. Results: Thermal conditioning significantly (p<0.05) lowered all heat stress indices in this study. Significance (p<0.05) was observed on haematological parameters and BDNF gene expression by interactive effect of strain and thermal conditioning. The highest means for packed cell volume, haemoglobin and red blood cell counts were recorded in conditioned C500 while conditioned FA had the highest expression of BDNF. Conclusion: This study showed that response to perinatal heat conditioning in chickens is strain-specific. To tackle climate change effects in the southwestern part of Nigeria and generally, in the tropics, it is recommended that farmers thermally condition commercial broiler chicks.