A worldwide increase in the prevalence of coral diseases and mortality has been linked to ocean warming due to changes in coral-associated bacterial communities, pathogen virulence, and immune system function. In the Mediterranean basin, the worrying upward temperature trend has already caused recurrent mass mortality events in recent decades. To evaluate how elevated seawater temperatures affect the immune response of a thermophilic coral species, colonies of Astroides calycularis were exposed to environmental (23 °C) or elevated (28 °C) temperatures, and subsequently challenged with bacterial lipopolysaccharides (LPS). Using immunolabeling with specific antibodies, we detected the production of Toll-like receptor 4 (TLR4) and nuclear factor kappa B (NF-kB), molecules involved in coral immune responses, and heat shock protein 70 (HSP70) activity, involved in general responses to thermal stress. A histological approach allowed us to characterize the tissue sites of activation (epithelium and/or gastroderm) under different experimental conditions. The activity patterns of the examined markers after 6 h of LPS stimulation revealed an up-modulation at environmental temperature. Under warmer conditions plus LPS-challenge, TLR4-NF-kB activation was almost completely suppressed, while constituent elevated values were recorded under thermal stress only. An HSP70 up-regulation appeared in both treatments at elevated temperature, with a significantly higher activation in LPS-challenge colonies. Such an approach is useful for further understanding the molecular pathogen-defense mechanisms in corals in order to disentangle the complex interactive effects on the health of these ecologically relevant organisms related to global climate change.