To explore the effects of heat shock proteins in the conventional strain (CS) and high temperature-adapted strain (HTAS) of Neoseiulus barkeri, we cloned and characterized the cDNA of the NbHsp40, NbHsp60, NbHsp70, and NbHsp90 genes and examined changes in expression levels with short-term exposure to heat or cold stress. All four of the genes showed highly conserved amino acid sequences and high homology to Galendromus occidentalis and N. cucumeris. Phylogenetic analysis of NbHsps indicated a high consistency with the known genes of model insects. These results demonstrate variations in the sensitivity of NbHsps to heat or cold stress; i.e., the expression of NbHsp60 did not change with the application of heat and cold stress, NbHsp90 and NbHsp40 were upregulated at high temperature compared to that at low temperature responses, and the expression of NbHsp70 increased with both heat and cold stress. Hsp expression also differed between the two strains: The application of a 40°C heat shock resulted in a decrease in the expression of NbHsp40/70/90 in the CS within 1–2 h, but increased in the HTAS strain in 2 h. However, exposure to cold stress (0 °C and 5 °C) did not result in distinct changes in the expression of NbHsps in the CS, but a significant decrease in the HTAS. The expression of NbHsps further demonstrates that the HTAS has been acclimated to high temperatures. The results also determine that heat acclimation decreases cold tolerance in HTAS mites. This study reveals differences in the characteristics of heat and cold tolerance between the two strains of N. barkeri and provides useful information for future commercialization of N. barkeri for pest biological control, particularly the HTAS. Furthermore, it also describes high heat tolerance in HTAS at the molecular level.