During ethanol fermentation, yeast cells are exposed to various stresses that have negative effects on cell growth, cell survival, and fermentation ability. This study, therefore, aims to develop Kluyveromyces marxianus-adapted strains that are multi-stress tolerant and to increase ethanol production at high temperatures through a novel evolutionary adaptation procedure. K. marxianus DMKU 3-1042 was subjected to repetitive long-term cultivation with gradual increases in temperature (RLCGT), which exposed cells to various stresses, including high temperatures. In each cultivation step, 1% of the previous culture was inoculated into a medium containing 1% yeast extract, 2% peptone, and 2% glucose, and cultivation was performed under a shaking condition. Four adapted strains showed increased tolerance to ethanol, furfural, hydroxymethylfurfural, and vanillin, and they also showed higher production of ethanol in a medium containing 16% glucose at high temperatures. One showed stronger ethanol tolerance. Others had similar phenotypes, including acetic acid tolerance, though genome analysis revealed that they had different mutations. Based on genome and transcriptome analyses, we discuss possible mechanisms of stress tolerance in adapted strains. All adapted strains gained a useful capacity for ethanol fermentation at high temperatures and improved tolerance to multi-stress. This suggests that RLCGT is a simple and efficient procedure for the development of robust strains.