Heat shock protein gene (Hsp) families are thought to be important in thermal adaptation, but their expression patterns under various thermal stresses have still been poorly characterized outside of model systems. We have therefore characterized Hsp genes and their stress responses in the oriental fruit moth (OFM), Grapholita molesta, a widespread global orchard pest, and compared patterns of expression in this species to that of other insects. Genes from four Hsp families showed variable expression levels among tissues and developmental stages. Members of the Hsp40, 70, and 90 families were highly expressed under short exposures to heat and cold. Expression of Hsp40, 70, and Hsc70 family members increased in OFM undergoing diapause, while Hsp90 was downregulated. We found that there was strong sequence conservation of members of large Hsp families (Hsp40, Hsp60, Hsp70, Hsc70) across taxa, but this was not always matched by conservation of expression patterns. When the large Hsps as well as small Hsps from OFM were compared under acute and ramping heat stress, two groups of sHsps expression patterns were apparent, depending on whether expression increased or decreased immediately after stress exposure. These results highlight potential differences in conservation of function as opposed to sequence in this gene family and also point to Hsp genes potentially useful as bioindicators of diapause and thermal stress in OFM.