Environmental exposure during confinement and feeding strategy affects cow behavior, nutrient utilization, and performance. Milk production and composition, body condition score, non-esterified fatty acids, and beta-hydroxybutyrate were determined during a full lactation in cows submitted to (a) grazing + partial confinement in outdoor soil-bedded pens with shade structures (OD-GRZ); (b) grazing + partial confinement in a compost-bedded pack barn with cooling capacity (CB-GRZ); or (c) total confinement (same facilities as CB-GRZ) and fed TMR ad libitum (CB-TMR). Autumn (ACS) and spring (SCS) calving season cows were used for each treatment, except for CBTMR (only SCS). In ACS, treatments did not differ in any variable, possibly due to mild weather. In SCS, milk production was higher in CB-TMR than CB-GRZ, which in turn produced more milk than OD-GRZ. Differences coincided with heat waves and/or heavy rains (similar grazing conditions and mixed ration DM intake). Milk fat, protein and lactose yield, protein content, and BCS were higher in CB-TMR, without differences between CB-GRZ and OD-GRZ. Cows in OD-GRZ had impaired energy metabolism. Under moderately unfavorable environmental conditions (ACS), when well-managed, OD-GRZ systems could equate to the productive response of CB-GRZ. However, in worse climatic conditions (SCS), performance could be compromised, especially when compared to TMR systems.