The study was conducted to establish the thermoneutral zone (TNZ) of Murrah buffalo calves under precisely regulated environmental conditions. Six healthy calves (8–10 months) were exposed to progressively decreasing (24–15 °C; Temperature-Humidity Index (THI): 72.45–58.98) and increasing (25–40 °C; THI: 73.49–90.32) ambient temperatures with 3 °C intervals in a psychrometric chamber. Each exposure was maintained for 10 consecutive days under cyclic conditions (12 h exposure and 12 h thermoneutral recovery). Physiological responses and body surface temperature (BST) were recorded, and blood samples were collected on day 10 at 1500 h. Segmented regression analysis was performed using the SegReg (Oosterbaan, 2017) software program to identify lower and upper critical temperatures (LCT, UCT) and corresponding THI thresholds. LCTs ranged from 18.06 to 19.14 °C across different responsive parameters, with breakpoints (BPs) at 18.60 °C (SE_BP = 0.634) for pulse rate (PR), 18.15 °C (SE_BP = 0.945) for haemoglobin, 18.15 °C (SE_BP = 0.189) for lymphocytes, 18.24 °C (SE_BP = 0.404) for granulocytes, 19.14 °C (SE_BP = 1.09) for reactive oxygen species (ROS), 18.15 °C (SE_BP = 23.9) for superoxide dismutase (SOD), and 18.06 °C (SE_BP = 4.2) for cortisol; no distinct LCT was detected for respiratory rate (RR), rectal temperature (RT), total leukocyte count (TLC), or heat shock protein (HSP) 70/HSP90 expression. BST at different locations exhibited an LCT between ~20 and 21 °C. UCTs for PR, RR and RT were observed at 28.9 °C (SE_BP = 0.892), 28.6 °C (SE_BP = 0.843) and 29.2 °C (SE_BP = 1.16), respectively. Neither BST nor erythrocytic parameters exhibited a distinct UCT; however, BST increased progressively with increasing exposure temperature. TLC, lymphocyte and granulocyte % showed UCTs of 28.15 °C (SE_BP = 0.753), 28.15 °C (SE_BP = 0.497) and 32.65 °C (SE_BP = 14.20), respectively. The UCT for cortisol was observed at 28.15 °C (SE_BP = 5.52), whereas ROS and SOD showed UCTs of 28.75 °C (SE_BP = 4.67) and 34.15 °C (SE_BP = 6.55), respectively. HSP70 and HSP90 exhibited breakpoints at 35.35 °C (SE_BP = 1.32) and 34.30 °C (SE_BP = 2.11), respectively. Integration of key physiological and systemic responses (excluding BST) indicated a TNZ ranging from 19.14 °C to 28.15 °C. These findings provide a multi-level characterization of thermophysiological responses in buffalo calves and support the use of integrated biological indicators for defining thermoneutral conditions under controlled environments. The estimated TNZ of 19.14–28.15 °C provides a practical reference for managing Murrah buffalo calves. Producers should monitor housing temperature and consider ventilation, shade and air movement when temperatures approach or exceed ~28 °C while providing protection from cold when temperatures fall below ~19 °C. This may help reduce thermal strain and maintain normal physiological function.