Previous studies have shown that the survival and reproduction of Hippodamia variegata are increasingly harmed by progressive increases in temperature (from 32 °C to 35 °C and 38 °C). In this study, transcriptome sequencing analysis was performed on H. variegata, after being exposed to different temperatures (from 32 to 38 °C) for 24 h, using high-throughput sequencing technology. We found the largest number of differentially expressed genes (DEGs) in the 35 °C vs. 32 °C group (1151) followed by the 38 °C vs. 32 °C group (1054) and then the 38 °C vs. 35 °C group (901), indicating that H. variegata expressed the largest number of newly mobilized genes under medium-high temperature (35 °C). Gene functional analysis showed that a large number of DEGs were involved in "Catalytic activity", "Oxidoreductase activity", "Metabolic pathways", and "Longevity regulating pathway-multiple species" gene groups. We randomly selected nine DEGs for validation using qRT-PCR. The results of qRT-PCR were consistent with the transcriptome data, confirming their reliability. Finally, the RNAi results showed that adult survival, longevity, and fecundity were lower in the group in which gene expression of the heat shock proteins (Hsp70-01 and Hsp68) was suppressed than in the control group (injection ds-GFP) at all the experimental temperatures (32, 35, and 38 °C). Our results indicate the important role of the heat shock proteins (Hsp70-01 and Hsp68) in resistance to high-temperature stress in H. variegata and provide a molecular basis for analyzing its thermotolerance mechanism.