Heat stress is the most critical factor affecting animal feeding in summer. This experiment was conducted to investigate the effects of heat stress on the feeding preference of yellow-feathered broilers and its possible mechanism. As a result, the preference of yellow-feathered broilers for Tenebrio molitor was significantly decreased, and the fear response and serum corticosterone of broilers were significantly increased when the ambient temperatures are 35 °C (P < 0.05). In the central nervous system, consistent with the change in feeding preference, decreased dopamine in the nucleus accumbens (NAc) and increased mRNA levels of MAO-B in the ventral tegmental area (VTA) and NAc were found in yellow-feathered broilers (P < 0.05). In addition, we found significantly increased mRNA levels of corticotropin-releasing hormone receptor 1, corticotropin-releasing hormone receptor 2 and glucocorticoid receptor in the VTA and NAc of female broilers (P < 0.05). However, no similar change was found in male broilers. On the other hand, the serum levels of insulin and glucagon-like peptide-1 were increased only in male broilers (P < 0.05). Accordingly, the mRNA levels of insulin receptor and glucagon-like peptide-1 receptor in the VTA and the phosphorylation of mTOR and PI3K were increased only in male broilers (P < 0.05). In summary, the preference of yellow-feathered broilers for Tenebrio molitor feed decreased under heat stress conditions, and hedonic feeding behavior was significantly inhibited. However, the mechanism by which heat stress affects hedonic feeding behavior may contain gender differences. The insulin signaling pathway may participate in the regulation of heat stress on the male broiler reward system, while stress hormone-related receptors in the midbrain may play an important role in the effect of heat stress on the reward system of female broilers.