Evolution of heat tolerance is a crucial mechanism for the adaptive response to global warming, but it depends on the genetic variance harbored by populations and the thermal stress intensity in nature. Selection experiments on heat tolerance have been key to understand the heat tolerance evolution but the effect of variable heat stress intensity on the correlated responses of resistance traits has not been explored. Here, the effects of heat intensity selection (fast and slow ramping temperatures) for increasing knockdown temperature in Drosophila subobscura were evaluated on the knockdown time at different stressful temperatures (35, 36, 37, and 38 °C), the thermal-death-time curves (TDT curves), the desiccation and starvation resistance. Correlated evolution was found for these four resistance traits in D. subobscura, which demonstrates that the evolutionary response to tolerate higher temperatures also confers the capacity to tolerate other stress such as desiccation and starvation. However, these correlated responses depended on the intensity of thermal selection and sex, which could limit our capacities to transfer these findings to natural scenarios. Nevertheless, this study reaffirms the value of experimental evolutionary approach to explore and to understand the adaptive responses of natural populations to global warming.