Temperature is a crucial environmental factor for fish. Elevated temperatures trigger various physiological and molecular responses designed to maintain internal environmental homeostasis and ensure the proper functioning of the organism. In this study, we measured biochemical parameters and performed mRNA–miRNA integrated transcriptomic analysis to characterize changes in gene expression profiles in the muscle tissue of spotted sea bass (Lateolabrax maculatus) under heat stress. The measurement of biochemical parameters revealed that the activities of nine biochemical enzymes (ALP, γ-GT, AST, GLU, CK, ALT, TG, LDH and TC) were significantly affected to varying degrees by elevated temperatures. A total of 1940 overlapping differentially expressed genes (DEGs) were identified among the five comparisons in the muscle tissue after heat stress. Protein–protein interaction (PPI) analysis of DEGs indicated that heat shock protein genes (HSPs) were deeply involved in the response to heat stress. In addition, we detected 462 differential alternative splicing (DAS) events and 618 DAS genes, which are closely associated with sarcomere assembly in muscle, highlighting the role of alternative splicing in thermal response regulation. Moreover, 32 differentially expressed miRNAs (DEMs) were identified in response to heat stress, and 599 DEGs were predicted as potential target genes of those DEMs, generating 846 DEG–DEM negative regulatory pairs potentially associated with thermal response. Function enrichment analysis of the target genes suggested that lipid metabolism-related pathways and genes were regulated by miRNAs. By analyzing PPIs of target genes, we identified 28 key negative regulatory pairs, including 13 miRNAs (such as lma-miR-122, lma-miR-200b-5p and novel-miR-444) and 15 target genes (such as hspa13, dnaja1, and dnajb1a). This study elucidates the molecular mechanisms of response to high-temperature stress and offers valuable information for the selection and breeding of heat-tolerant strains of spotted sea bass.