The intertidal zone is a transitional area of the land-sea continuum, in which physical and chemical properties vary during the tidal cycle and highly toxic sulfides are rich in sediments due to the dynamic regimes. As a typical species thriving in this habitat, Urechis unicinctus presents strong sulfide tolerance and is expected to be a model species for sulfide stress research. Heat shock proteins (HSPs) consist of a large group of highly conserved molecular chaperones, which play important roles in stress responses. In this study, we systematically analyzed the composition and expression of HSPs in U. unicinctus. A total of eighty-six HSP genes from seven families were identified, in which two families, including sHSP and HSP70, showed moderate expansion, and this variation may be related to the benthic habitat of the intertidal zone. Furthermore, expression analysis revealed that almost all the HSP genes in U. unicinctus were significantly induced under sulfide stress, suggesting that they may be involved in sulfide stress response. Weighted gene co-expression network analysis (WGCNA) showed that 12 HSPs, including 5 sHSP and 4 HSP70 family genes, were highly correlated with the sulfide stress response which was distributed in steelblue and green modules. Our data indicate that HSPs, especially sHSP and HSP70 families, may play significant roles in response to sulfide stress in U. unicinctus. This systematic analysis provides valuable information for further understanding of the function of the HSP gene family for sulfide adaptation in U. unicinctus and contributes a better understanding of the species adaptation strategies of marine benthos in the intertidal zone.