Heat stress (HS) and its associated pathologies are major challenges facing the pig industry in southern China, and are responsible for large economic losses. However, the molecular mechanisms governing the abnormal secretion of HS-responsive hormones, such as glucocorticoids, are not fully understood. The goal of this study was to investigate differentially expressed proteins (DEPs) in the adrenal glands of pigs, and to elucidate changes in the immune neuroendocrine system in pigs following HS. Through a functional proteomics approach, we identified 1202 peptides, corresponding to 415 proteins. Of these, we found 226 DEPs between heat-stressed and control porcine adrenal gland tissue; 99 of these were up-regulated and 127 were down-regulated in response to HS. These DEPs included proteins involved in substrate transport, cytoskeletal changes, and stress responses. Ingenuity Pathway Analysis was used to identify the subcellular characterization, functional pathway involvement, regulatory networks, and upstream regulators of the identified proteins. Functional network and pathway analyses may provide insights into the complexity and dynamics of HS-host interactions, and may accelerate our understanding of the mechanisms of HS.