Rising global temperatures are a major threat to biodiversity. Whilst research generally focuses on thermal tolerance and mortality, sublethal effects may alter population dynamics and subsequently the adaptive potential of species. However, detecting such effects in the wild can be challenging, particularly for endangered and long-lived species with cryptic life histories. This necessitates the development of molecular tools to identify their signatures. In a split-clutch design experiment, we relocated clutches of wild, nesting loggerhead sea turtles (Caretta caretta) to a protected,in-situhatchery. Eggs were then split into two sub-clutches incubated under shallow (35cm) or deep (55cm) conditions, with those in the shallow treatment experiencing significantly higher temperatures. Whilst no difference in hatching success was observed between treatments, hatchlings that emerged from the shallow, warmer treatment had altered length-mass relationships, and were weaker at fitness tests of locomotion capacity than their siblings incubated in the deep, cooler treatment. To characterise the molecular signatures of these thermal effects, we performed whole genome bisulfite sequencing on blood samples collected upon emergence. This identified 714 differentially methylated sites between treatments, including on genes with neuronal development, cytoskeleton, and sex determination functions. Taken together, our results show that higher incubation temperatures can induce sublethal effects in hatchlings, which are reflected in their DNA methylation status at identified sites. Such sites could be used as biomarkers of thermal stress, especially if they are retained across life stages. Overall, this study suggests that global warming may have population-level consequences for loggerhead sea turtles, by reducing hatchling quality, dispersal capacity and the adaptive potential of this species. Conservation efforts for climate-threatened taxa like endangered sea turtles will therefore benefit from strategies that monitor and mitigate exposure to incubation temperatures that lead to sublethal effects.