Current anthropogenic global warming generates profound metabolic alterations in marine ectotherm invertebrates capable of leading a wide range of these species to extinction. The most worrying and devastating consequence may be that the effect of thermal stress overpasses the individual generations. To evaluate the transgenerational effect of thermal stress on the cephalopod Octopus maya, this study experimentally tests morphology, respiratory metabolism, antioxidant mechanisms, and oxidative stress indicators of the embryos incubated at two temperatures (24 and 30°C) produced by females acclimated at 24 and 30°C. The results demonstrate that, regardless of their incubation temperature, embryos from females acclimated at 30°C are smaller, show more accelerated development, and higher respiratory rates than those from females acclimated at 24°C. These embryos confirmed a greater oxidative stress degree, as well as an increased amount of soluble carbonylated proteins and catalase activity as the main enzyme during the activation development stage (even the highest in the embryos incubated at 30°C). Finally, a collapse of the antioxidant defense system was observed, measured as lower both CAT activity and GSH concentrations. Additionally, soluble carbonylated proteins reduced and GST activity increased in embryos incubated at 30°C from females maintained at high temperatures in a clear deleterious and transgenerational effect of thermal stress on this octopus species.