Gene expression can accelerate ecological divergence by rapidly tweaking the response of an organism to novel environments, with more divergent environments exerting stronger selection and supposedly, requiring faster adaptive responses. Organisms adapted to extreme environments provide ideal systems to test this hypothesis, particularly when compared to related species with milder ecological niches. The Emperor penguin (Aptenodytes forsteri) is the only endothermic vertebrate breeding in the harsh Antarctic winter, in stark contrast with the less cold-adapted sister species, the King penguin (A. patagonicus). Assembling the first de novo transcriptomes and analysing multi-tissue (brain, kidney, liver, muscle, skin) RNA-Seq data from natural populations of both species, we quantified the shifts in tissue-enhanced genes, co-expression gene networks, and differentially expressed genes characterising Emperor penguin adaptation to the extreme Antarctic. Our analyses revealed the crucial role played by muscle and liver in temperature homeostasis, fasting, and whole-body energy metabolism (glucose/insulin regulation, lipid metabolism, fatty acid beta-oxidation, and blood coagulation). Repatterning at the regulatory level appears as more important in the brain of the Emperor penguin, showing the lowest signature of differential gene expression, but the largest co-expression gene network shift. Nevertheless, over-expressed genes related to mTOR signalling in the brain and the liver support their central role in cold and fasting responses. Besides contributing to understanding the genetics underlying complex traits, like body energy reservoir management, our results provide a first insight into the role of gene expression in adaptation to one of the most extreme environmental conditions endured by an endotherm.