This study aimed to determine whether pig responses to heat stress (HS) were directly due to heat exposure (regardless of feeding level and pattern) or were indirectly due to the reduction of feed intake (FI) and to determine if increasing feeding frequency (splitting heat increments) can improve pig response to HS. A total of 48 pigs (66.1 ± 1.7 kg) were allocated to four groups in three replicates. After 7 d in thermoneutral (TN) conditions (22 °C; period 1 [P1; day −7 to −1]), pigs were placed in either TN or HS (32 °C) conditions for 20 d (period 2 [P2; day 0 to 19]). The diet was provided either ad libitum (AL; 2 distributions/d) or pair-fed (PF8; 8 distributions/d) using HS–AL pigs as the reference group. Thus, the four experimental groups were TN–AL, HS–AL, TN–PF8, and HS–PF8. The daily ration of PF8 pigs was distributed at every 90-min intervals from 0900 to 1930 hours. Data were analyzed using the PROC MIXED procedure with replicate (n = 3), experimental group (n = 4), and their interactions as fixed effects, and the REPEATED statement was used for repeated measures data. Pigs had a similar average daily feed intake (ADFI) during P1 (P > 0.05). In P2, HS–AL and PF8 pigs had lower ADFI (−19%), average daily gain (−25%), and final body weight (−6.1 kg) than TN–AL pigs (P < 0.01). TN–AL pigs had thicker backfat than TN–PF8 pigs (P < 0.05), while the HS pigs had intermediate results. HS pigs had a higher perirenal fat percentage based on the contrast analysis between PF8 pigs (P < 0.05). Thermoregulatory responses of pigs increased with HS exposure but did not differ between HS or between TN groups (P > 0.05). For TN pigs, variation in muscle temperature (Tmuscle) depended on feeding and physical activity, while for HS pigs, Tmuscle gradually increased throughout the day. The Tmuscle of PF8 pigs increased with each additional meal but plateaued earlier for HS–PF8 than TN–PF8 pigs; an increase in Tmuscle per meal was also lower in HS–PF8 than TN–PF8 (P < 0.05). Exposure to HS decreased plasma T3 and T4 (P < 0.05) and increased plasma creatinine (P < 0.05). Between the PF8 groups, HS pigs also had a transient increase in plasma insulin on day 8 (P < 0.05). The effect of HS on FI decreased the growth rate of pigs but there are heat-induced effects, such as altered physiological responses, which might explain the direct HS effects seen in other literature especially in terms of increased adiposity. The increased feed provision frequency in the present study did not improve the HS response of pigs.