Varieties of various crops with high resilience are urgently needed to feed the increased population in climate change conditions. Human activities and climate change have led to frequent and strong weather fluctuation, which cause various abiotic stresses to crops. The understanding of crops’ responses to abiotic stresses in different aspects including genes, RNAs, proteins, metabolites, and phenotypes can facilitate crop breeding. Using multi-omics methods, mainly genomics, transcriptomics, proteomics, metabolomics, and phenomics, to study crops’ responses to abiotic stresses will generate a better, deeper, and more comprehensive understanding. More importantly, multi-omics can provide multiple layers of information on biological data to understand plant biology, which will open windows for new opportunities to improve crop resilience and tolerance. However, the opportunities and challenges coexist. Interpretation of the multidimensional data from multi-omics and translation of the data into biological meaningful context remained a challenge. More reasonable experimental designs starting from sowing seed, cultivating the plant, and collecting and extracting samples were necessary for a multi-omics study as the first step. The normalization, transformation, and scaling of single-omics data should consider the integration of multi-omics. This review reports the current study of crops at abiotic stresses in particular heat stress using omics, which will help to accelerate crop improvement to better tolerate and adapt to climate change.