SET (Su(var), E(z), and Trithorax) domain-containing proteins play an important role in plant development and stress responses through modifying lysine methylation status of histone. Gossypium raimondii may be the putative contributor of the D-subgenome of economical crops allotetraploid G. hirsutum and G. barbadense and therefore can potentially provide resistance genes. In this study, we identified 52 SET domain-containing genes from G. raimondii genome. Based on conserved sequences, these genes are grouped into seven classes and are predicted to catalyze the methylation of different substrates: GrKMT1 for H3K9me, GrKMT2 and GrKMT7 for H3K4me, GrKMT3 for H3K36me, GrKMT6 for H3K27me, but GrRBCMT and GrS-ET for nonhistones substrate-specific methylation. Seven pairs of GrKMT and GrRBCMT homologous genes are found to be duplicated, possibly one originating from tandem duplication and five from a large scale or whole genome duplication event. The gene structure, domain organization and expression patterns analyses suggest that these genes’ functions are diversified. A few of GrKMTs and GrRBCMTs, especially for GrKMT1A;1a, GrKMT3;3 and GrKMT6B;1 were affected by high temperature (HT) stress, demonstrating dramatically changed expression patterns. The characterization of SET domain-containing genes in G. raimondii provides useful clues for further revealing epigenetic regulation under HT and function diversification during evolution.