Small ruminants have several advantages for being an integral part of the pastoral production system because of their short gestation period, high prolificacy, rapid growth rate, high feed conversion efficiency, high diseases resistance capacity as well as easy marketability. Among the various weather variables, heat stress was reported to be the most detrimental factor for the economy of small ruminant production. There are a number of candidate genes that are highly associated with adaptation of small ruminants to heat stress. The genes encoding growth hormone (GH), growth hormone receptor (GHR), insulin like growth factor-1 (IGF-1), leptin (LEP), leptin receptor (LEPR) and thyroid hormone receptor (THR) are associated with the impact of heat stress on the physiological growth pathways in small ruminants. Further, GnRH, follicle stimulating hormone receptor (FSHR), luteinizing hormone receptor (LHR), inhibin, progesterone receptor and estradiol receptor (ESTR) are important reproductive genes which reflect the impact of heat stress on the reproductive performance of small ruminants. In addition, toll-like receptor 2 (TLR2), TLR3, TLR8, TLR10, interleukin 2 (IL2) and IL10 are considered as immunological markers during heat stress exposure in small ruminants. Heat shock factor 1 (HSF1), heat shock protein 60 (HSP60), HSP70, HSP90 and ubiquitin are found to be associated with resilience capacity of small ruminants to heat stress challenges. Among these thermo-tolerant genes, HSP70 was established to be the ideal genetic marker for thermo-tolerance in small ruminants. Further, the advanced molecular biological techniques are used to validate the data obtained using chip based microarray or the next generation sequencing (NGS) data to identify the various genes associated with heat stress pathways. Thus, the identification of cellular and molecular markers may pave way for development of climate resilient breeds using marker assisted breeding programs.