Callosobruchus chinensis is regarded as one of the cosmopolitan pests of legume crops and can cause tremendous losses to a variety of beans. This study focused on comparative transcriptome analyses of C. chinensis exposed to 45 °C (heat stress), 27 °C (ambient temperature) and −3 °C (cold stress) for 3 h to investigate the gene differences and underlying molecular mechanisms. There were 402 and 111 differentially expressed genes (DEGs) identified in the heat and cold stress treatments, respectively. “cell process”, “cell” and “binding” were the main enriched functions and biological processes revealed by gene ontology (GO) analysis. The clusters of orthologous genes (COG) showed that DEGs were assigned to the categories: “posttranslational modification, protein turnover, chaperones”, “lipid transport and metabolism”, and “general function prediction only”. With respect to the Kyoto Encyclopedia of Genes and Genomes (KEGG), the “longevity regulating pathway-multiple species”, “carbon metabolism”, “peroxisome”, “protein processing in endoplasmic”, “glyoxylate and dicarboxylate metabolism” pathways were significantly enriched. The annotation and enrichment analysis revealed that genes encoding heat shock proteins (Hsps) and cuticular proteins were significantly upregulated under high and low-temperature stresses, respectively. In addition, some DEGs encoding “Protein lethal essential for life”, “Reverse transcriptase”, “DnaJ domain”, “Cytochrome” and “Zinc finger protein” were also upregulated to varying degrees. Transcriptomic data were validated using qRT‒PCR, which confirmed that they were consistent. In this paper, the temperature tolerance of C. chinensis adults was evaluated and the results showed that female adults were more sensitive to heat and cold stress than males, and the upregulation of heat shock protein and epidermal protein was the largest in DEGs after heat and cold stress, respectively. These findings provide a reference for further understanding the biological characteristics of C. chinensis adults and the molecular mechanisms underlying the response to low and high temperatures.