Coldwater species are challenged with increasing water temperatures and fluctuations over their upper thermal limits. This study evaluated the potential of acclimation to higher temperature and dietary antioxidants capacity to mitigate the adverse effects of heat shocks in rainbow trout. To this end, rainbow trout fingerlings were acclimated at optimal (14 °C) and high (20 °C) temperatures and fed on selenium (5 mg/kg) and polyphenol (2 g/kg) supplemented diets for 60 days and then were exposed to heat shocks by increasing water temperature up to 30 °C. Growth performance, survival rate, haemato-immunological parameters, and expression of HSP70α, HSP70β, HSP90β, and IL-1β genes were measured to evaluate the hypothesises. The rainbow trout acclimated to 20 °C and fed on antioxidants supplemented diets showed a significantly higher aftershock survival rate. Moreover, fish acclimated to higher temperature showed higher red blood cell counts as well as serum total protein and albumin during the acclimation trial and heat shocks phase. Acclimation to higher temperature and feeding on antioxidants remarkably enhanced fish immune and antioxidant capacity in comparison to fish adapted to cold water and fed on the basal diet measured by improved respiratory burst and lysozyme activities and upregulation of IL-1β expression during exposure of fish to heat shocks. Furthermore, fish acclimated to higher temperature, especially those fed on antioxidant supplemented diets, showed lower expression levels of HSPs genes during the heat shock phase, indicating that high heat shocks were less stressful for these fish in comparison to cold water acclimated fish. This finding was also supported by lower cortisol levels during heat shocks in fish acclimated to higher temperature. In conclusion, the results of this study indicated that acclimation to higher temperature and/or fed on diets supplemented by selenium and polyphenol, can help to mitigate the adverse effects of the heat shock in rainbow trout.