Heat stress (HS) negatively impacts pig production and swine health. Therefore, to understand the genetic and metabolic responses of pigs to HS, we used RNA-Seq and high resolution magic angle spinning (HR-MAS) NMR analyses to compare the transcriptomes and metabolomes of Duroc pigs (n = 6, 3 barrows and 3 gilts) exposed to heat stress (33 °C and 60% RH) with a control group (25 °C and 60% RH). HS resulted in the differential expression of 552 (236 up, 316 down) and 879 (540 up, 339 down) genes and significant enrichment of 30 and 31 plasma metabolites in female and male pigs, respectively. Apoptosis, response to heat, Toll-like receptor signaling and oxidative stress were enriched among the up-regulated genes, while negative regulation of the immune response, ATP synthesis and the ribosomal pathway were enriched among down-regulated genes. Twelve and ten metabolic pathways were found to be enriched (among them, four metabolic pathways, including arginine and proline metabolism, and three metabolic pathways, including pantothenate and CoA biosynthesis), overlapping between the transcriptome and metabolome analyses in the female and male group respectively. The limited overlap between pathways enriched with differentially expressed genes and enriched plasma metabolites between the sexes suggests a sex-specific response to HS in pigs.