Kudzu bug, Megacopta cribraria (Fabricius), is mainly distributed in southern China and has been considered an invasive species in the southeastern United States. Megacopta cribraria is a soybean pest with high-temperature resistance, but the molecular mechanisms underlying its thermal adaptation are largely unknown. Here, we performed comparative transcriptome analysis to unravel the molecular response of M. cribraria toward high-temperature stress. Following RNA-seq, we identified 93,959 assembled unigenes, 14,073 of which were annotated in M. cribraria transcriptome libraries. In addition, 127 differentially expressed unigenes (DEGs) were detected, 88 of them were significantly upregulated, whereas the remaining 39 genes were significantly downregulated. Functional classification revealed that the pathways of metabolic process, cellular processes, and single-organism processes were considered to be significantly enriched. In the COG classification, DEGs were mainly localized into O: post-translational modification, protein turnover, chaperone. Moreover, protein processing in endoplasmic reticulum and linoleic acid metabolism were significantly enriched among the 38 KEGG pathways. Further gene annotation analysis indicated that nine heat shock protein-related genes were significantly upregulated. Finally, five HSP DEGs were selected for real-time quantitative polymerase chain reaction validation and demonstrated a similar upregulation trend with RNA-seq expression profiles.Taken altogether, these findings provide new insights into the molecular mechanisms of thermal adaptation in M. cribraria.