In recent years, researches about the defense strategies induced by cadmium stress have greatly increased, invading several fields of scientific research. Mechanisms of cadmium-induced toxicity continue to be of interest for researchers given its ubiquitous nature and environmental distribution, where it often plays the role of pollutant for numerous organisms. The presence in the environment of this heavy metal has been constantly increasing because of its large employment in several industrial and agricultural activities. Cadmium does not have any biological role and, since it cannot be degraded by living organisms, it is irreversibly accumulated into cells, interacting with cellular components and molecular targets. Cadmium is one of the most studied heavy metal inductors of stress and a potent modulator of several processes such as apoptosis, autophagy, reactive oxygen species, protein kinase and phosphatase, mitochondrial function, metallothioneins, and heat-shock proteins. Sea urchins (adults, gametes, embryos, and larvae) offer an optimal opportunity to investigate the possible adaptive response of cells exposed to cadmium, since these cells are known to accumulate contaminants. In this review, we will examine several responses to stress induced by cadmium in different sea urchin species, with a focus on Paracentrotus lividus embryos. The sea urchin embryo represents a suitable system, as it is not subjected to legislation on animal welfare and can be easily used for toxicological studies and as a bioindicator of environmental pollution. Recently, it has been included into the guidelines for the use and interpretation of assays to monitor autophagy.