The study was designed to ascertain the effects of sex, coat colour (CC), coat depth (CD), hair length (HL) and hair count per unit area (HC) on heat tolerance in Djallonke sheep. Thirty Djallonke sheep were purposively sampled and allocated randomly in 2×2×3 factorial design, with the respective factors being sex (male, female), coat depth (high, low) and coat colour (white, brown, black). Animals were tested for heat tolerance between 9:00 am and 4:00 pm. Climatic data and thermoregulatory parameters were measured three times each during the test period; morning (9:00 am), noon (12:00 pm) and afternoon (4:00 pm). The results of the present study revealed that ambient temperature and temperature-humidity index (THI) increased (P < 0.05) with advancing time of the day, while in the case of relative humidity it was the reverse. Rectal temperature (RT) and respiratory rate (RR) were significantly lower (P < 0.05) in the morning than both noon and afternoon. Similarly, pulse rate (PR) was higher (P < 0.05) in the noon than in the morning and afternoon. RR during the morning was also higher (P < 0.05) than the level in the afternoon. Sex and coat colour had no effect (P > 0.05) on RT and heat tolerance coefficient (HTC). Females, however, had higher RR and PR than males. Similarly, brown coat animals had lower (P < 0.05) PR than both black and white animals. Also, those with brown coats had lower (P < 0.05) RR than the white coat sheep. No differences (P > 0.05) were found in any thermoregulatory parameters between longhaired, high coat depth sheep and shorthaired, low coat depth sheep. Sheep with high hair count per unit area had higher (P < 0.05) RT and HTC than those with low hair count. The Djallonke sheep in Guinea Savannah environments are heat stressed throughout the day, and the level of stress increased with advancing time of day, and might be responsible for the lower productivity that characterize the Djallonke sheep found in this climatic zone.