Heat stress in cattle causes decreases in feed intake, growth, and efficiency. In extreme cases, heat stress can cause death of vulnerable animals. A simple shade can reduce the animal’s radiant heat load by 30% or more. However, for most feedlots, adding shade structures to all pens is cost-prohibitive. The objective of this study was to determine how animals, with known risk factors (color, previous cases of pneumonia, condition score, and temperament) for heat stress, respond to having access to shade. Feedlot heifers (384 animals; 128 animals year^-1 for three years) of two breeds (Angus and Charolais) and two composite breeds (MARC I [¼ Charolais, ¼ Braunvieh, ¼ Limousin, ⅛ Angus, and ⅛ Hereford] and MARC III [¼ Pinzgauer, ¼ Red Poll, ¼ Hereford, and ¼ Angus]) were selected and penned on the basis of weight and breed. Heifers were weighed and scored for condition and temperament every 28 days. Heat tolerance was accessed by measurements of respiration rate taken twice daily at 08:00 and 13:00 h on a preselected group of 64 animals. It was determined that shade lowered the respiration rate of all animals. In addition, shade had a greater impact on the Angus cattle than the Charolais cattle, with the two composite breeds (with dark red and tan hides) having an intermediate response. Access to shade did not improve weight gains of any of the breeds.