Heat tolerance is increasingly becoming a crucial trait for aquaculture species in the face of rapidly changing climate conditions. Alternative splicing (AS) is a vital mechanism within cells that modulates gene abundance and functional diversity, enabling organisms to effectively respond to diverse stressful conditions, including thermal stress. However, it is still uncertain whether AS contributes to heat tolerance in shrimp. In this study, we conducted an extensive transcriptome analysis on the Pacific white shrimp, Litopenaeus vannamei, revealing a total of 1267, 987, and 130 differential AS events (DAS) in the gill, hepatopancreas, and muscle, respectively, following exposure to heat stress. Among all of the DAS events, exon skipping (ES) was the predominant form of splicing modification observed. Interestingly, a minor portion of DAS genes exhibited overlap across the three tissues, implying that heat stress exerts unique effects on various tissue types. Moreover, the functional enrichment analysis demonstrated that commonly identified DAS genes were primarily associated with the “spliceosome” pathway, indicating that the AS of splicing-related genes played a crucial role in the response to heat stress. Our findings also revealed that heat stress tended to induce longer mRNA isoforms through differential alternative 3′ splice site (A3SS) events. Notably, A3SS events exhibited the highest proportion of maintained open reading frames (ORFs) under heat stress. Interestingly, we observed a limited overlap between the genes exhibiting DAS and those showing differential gene expression (DEG), indicating that AS may function as a distinct regulatory mechanism independent of transcriptional regulation in response to heat stress. This is the first comprehensive study on AS in crustacea species under heat stress, which broadens our understanding of the regulatory mechanisms governing the crustaceans’ response to environmental stress, providing valuable insights for the aquaculture breeding of shrimp and other aquatic animals.