Pardosa pseudoannulata (P. pseudoannulata) is an essential natural predatory enemy in rice ecosystems. The fluctuating climate may cause them to experience heat stress, whereas heat shock proteins (HSPs) and antioxidant enzymes help resist heat damage. Herein, we cloned and characterized the full-length genes PpHSP27, PpHSP60, and PpHSC70 from P. pseudoannulata. Changes in gene expression levels and superoxide dismutase (SOD), catalase (CAT), and glutathione transferase (GST) activities in adult male and female P. pseudoannulata were measured at different stress exposure times and temperatures. We found that the abovementioned HSP genes belong to the sHSP, HSP60, and HSP70 families. The expression of the three HSP genes and the activities of SOD, CAT, and GST were significantly upregulated with the increasing stress temperature and time. The knockdown of the three HSP genes via RNA interference significantly decreased the survival rate of male and female P. pseudoannulata during high temperature stress. Thus, PpHSP27, PpHSP60, and PpHSC70 play an important role in the heat tolerance of P. pseudoannulata, and SOD, CAT, and GST enable recovery heat stress-induced oxidative damage. Their changes and regulation during high temperature stress can improve spiders’ adaptability in the field and enhance the biological control of environmental pests.