Anthropogenic global warming generates profound metabolic alterations in marine ectotherm invertebrates capable of leading a wide range of these species to extinction. To evaluate the cross-generational effect of thermal stress on the cephalopod Octopus maya, groups of females were exposed at 24 and 30 °C until spawn. After, embryos of each female group were incubated at 24 and 30 °C allowing for evaluating the transgenerational effects on embryos exposed to high and low temperatures. We analyzed the morphology, oxygen consumption, antioxidant mechanisms, and oxidative stress indicators of the embryos. The results demonstrate that thermally stressed females produced smaller eggs with lower yolk content as observed in nonthermally stressed females. Also was observed that embryos from females acclimated at 30 °C had lower body weight and higher respiratory rates when compared with nonthermal stressed females. Embryos from females acclimated at 30 °C showed a collapse of the antioxidant defense system measured as lower both catalase activity and total glutathione concentrations. Additionally, glutathione-s transferase activity increased in embryos incubated at 30 °C and in females maintained at high temperatures in a clear deleterious and cross-generational effect of thermal stress on this octopus species. No changes were observed in the activity of B-esterases in octopus embryos linked with the thermal stress of females. Embryos from thermally stressed females had smaller sizes, less yolk, and higher metabolic rates. Additionally, a collapse in the antioxidant defense system was observed indicating they were unable to control the high load of ROS and oxidative damage, which was partially acquired by maternal inheritance.