Understanding the physiological and molecular adjustments occurring during tree stress response is of great importance for forest management and breeding programs. Somatic embryogenesis has been used as a model system to analyze various processes occurring during embryo development, including stress response mechanisms. In addition, “priming” plants with heat stress during somatic embryogenesis seems to favor the acquisition of plant resilience to extreme temperature conditions. In this sense, Pinus halepensis somatic embryogenesis was induced under different heat stress treatments (40 °C for 4 h, 50 °C for 30 min, and 60 °C for 5 min) and its effects on the proteome and the relative concentration of soluble sugars, sugar alcohols and amino acids of the embryonal masses obtained were assessed. Heat severely affected the production of proteins, and 27 proteins related to heat stress response were identified; the majority of the proteins with increased amounts in embryonal masses induced at higher temperatures consisted of enzymes involved in the regulation of metabolism (glycolysis, the tricarboxylic acid cycle, amino acid biosynthesis and flavonoids formation), DNA binding, cell division, transcription regulation and the life-cycle of proteins. Finally, significant differences in the concentrations of sucrose and amino acids, such as glutamine, glycine and cysteine, were found.