Information about the genomic processes underlying responses to temperature changes is still limited in non-model marine invertebrates. In this sense, transcriptomic analyses can help to identify genes potentially related to thermal responses. We here investigated, via RNA-seq, whole-transcriptomic responses to increased and decreased temperatures in a thermophilous keystone sea urchin, Arbacia lixula, whose populations are increasing in the Mediterranean. This species is a key driver of benthic communities’ structure due to its grazing activity. We found a strong response to experimentally induced cold temperature (7°C), with 1,181 differentially expressed transcripts relative to the control condition (13°C), compared to only 179 in the warm (22°C) treatment. A total of 84 (cold treatment) and three (warm treatment) gene ontology terms were linked to the differentially expressed transcripts. At 7°C the expression of genes encoding different heat shock proteins (HSPs) was upregulated, together with apoptotic suppressor genes (e.g., Bcl2), genes involved in the infection response and/or pathogen-recognition (e.g., echinoidin) and ATP-associated genes, while protein biosynthesis and DNA replication pathways were downregulated. At 22°C neither HSPs induction nor activation of the previously mentioned pathways were detected, with the exception of some apoptotic-related activities that were upregulated. Our results suggest a strong transcriptional response associated with low temperatures, and support the idea of low water temperature being a major limitation for A. lixula expansion across deep Mediterranean and northern Atlantic waters.