In the context of global warming and continuous high temperatures in the northern part of China during summer, the mortality rate of our main breeding species, Strongylocentrotus intermedius, reached 80% in 2020. How sea urchins respond to high temperatures is of great concern to academia and industry. In this study, we examined the antioxidant enzyme activities of different color tube-footed sea urchins under heat stress and compared their transcriptome and microRNA (miRNA) profiles using RNA-Seq. The results showed that the antioxidant enzyme activities of sea urchins were altered by thermal stress, and the changes in peroxidase activities of red tube-footed sea urchins were particularly significant. Investigations revealed that 1,079 differentially expressed genes (DEGs), 11 DE miRNAs, and 104 “DE miRNA-DEG” pairs in total were detected in sea urchins under high temperature stress. Several mRNA and miRNAs were significantly changed (e.g. HSP70, DnaJ11, HYAL, CALR, miR-184-p5, miR-92a, miR-92c, and miR-124-p5), suggesting these genes and miRNAs exerted important functions in response to high temperature. At the transcriptional level, red tube-footed sea urchins were found to be more sensitive to high temperature and could respond to high temperature rapidly. DE miRNA-mRNA network showed that miR-92b-3p and PC-5p-7420 were the most corresponding miRNAs. Five mRNAs (DnaJ11, SAR1B, CALR, HYOU1, TUBA) may be potential markers of sea urchin response to high temperature. Possible interaction between miRNA-mRNA could be linked to protein folding in the endoplasmic reticulum, Phagosomes, and calcium transport. This study provides a theoretical basis for the molecular mechanism of sea urchin heat tolerance and information that will aid in the selection and breeding of sea urchins with high temperature tolerance.