Ocean warming, caused by climate change, is critically impacting marine coastal ecosystems. Benthic organisms, such as anthozoans, are increasingly submitted to high temperatures that cause massive mortalities in tropical and temperate seas. To broaden our understanding of their response to thermal stress, we tested the putative role of reproductive maturity and sex in the susceptibility of the Mediterranean red gorgonian, Paramuricea clavata, to high temperatures. We experimentally compared the response to thermal stress of sexually immature (i.e., juveniles) versus mature individuals (i.e., adults), and of males versus females. Colonies' response was firstly assessed by measuring the percentage of tissue area exhibiting necrosis. Then, the reproductive output (i.e., fertility, size, and number of gonads) of both sexes was characterized. When compared to juveniles, adults showed a significantly higher percentage of necrosis, suggesting that during the reproductive period they are more vulnerable to high temperatures. Males and females showed a similar percentage of tissue damage and a significant decrease in their reproductive output. However, females' reproduction was more impacted, suggesting that females are more susceptible to thermal stress than males. A differential energy investment in reproduction may be the underlying cause of the observed responses. Adults invest a large proportion of their energy budget in reproduction; hence, they have fewer resources available to cope with stress, compared to juveniles. A similar situation seems to apply to females, with respect to males. Considering the current ocean-warming trend, our results imply that the long-term viability of shallow populations of long-lived anthozoans may be jeopardized in the future. This study reveals potential demographic consequences of warming that go beyond its associated increment of mortality rates. Given the important ecological role of many anthozoan species, these results can help better predict the future effects of climate change on coastal ecosystems.