Using historic data, variations in the sea surface temperature (SST), sea surface air temperature, and air–sea heat flux of the Red Sea and its adjacent seas over 140 years (1876–2019) as well as correlations of these variations were statistically analyzed. The results show that the SST of the Red Sea increased at a mean rate of 0.043 °C/decade in these years with an accelerated rate in recent decades, and the SST anomalies of the sea had significant positive correlations and high synchronisms with those of adjacent seas as well as air temperature anomalies. In this period, the Red Sea lost more heat to the air via evaporation due to water warming and gained more heat from the Gulf of Aden. The analysis revealed that the temperature rise in the Red Sea surface water was directly caused by the horizontal heat input from the upper warming water of the Gulf of Aden under the circumstance of global ocean warming, rather than by the rise in local air temperature. However, in recent decades, the accelerated rise in air temperature over the sea has decreased the sensible heat flux, which might contribute to the Red Sea warming.