Ambient temperature, behavior and especially physical activity modify the energy requirements of pregnant sows. However, these factors are not yet integrated into calculations of daily and individual nutritional requirements. The objective of the present study was to quantify the effects of induced thermal stresses on the behavior and energy requirements of pregnant sows. Over 4 consecutive weeks and for 3 days per week, the temperature of the gestation room was maintained at different temperatures: a baseline week at 18.7°C (no stress), a cold week at 15.3°C, again a baseline week (not analyzed) and finally a hot week at 31.5°C. The behaviors (social interactions, investigation) and physical activity of 15 multiparous sows were recorded from videos over 5-h periods at night (23:00- 4:00, each feeding day started at 00:00) and in the afternoon (13:30-16:30, rest period). The two thermal stresses did not influence (P > 0.05) the time spent per activity (standing and lying, P = 0.78). Moreover, feeding behaviors did not appear to be influenced by heat stress (P = 0.19). In addition, social behaviors changed with temperature: the number of sows huddled together and aggressive behaviors increased during cold stress, while hot stress promoted isolation. Sows are more aggressive during a cold stress than during hot stress. These changes in sow behavior could help detect thermal discomfort and adjust the nutritional needs of sows accordingly.