Aquatic organisms must cope with both rising and rapidly changing temperatures. These environmental changes can affect numerous traits, from molecular to ecological scales. Biotic stressors can induce the release of chemical cues which trigger behavioural responses in other individuals. In this study, we infer whether abiotic stressors, such as fluctuating temperature, may similarly propagate stress responses between individuals in fish not directly exposed to the stressor. To test this hypothesis, zebrafish (Danio rerio) embryos were exposed for 24 hours to fluctuating thermal stress, to medium in which another embryo was thermally stressed before (“stress medium”), and to a combination of these. Growth, behaviour, and expression of a panel of genes were used to characterise the thermal stress response and its propagation between embryos. Both high temperatures and stress medium significantly accelerated development and altered embryonic behaviour. Thermal stress significantly decreased the expression of the antioxidant gene SOD1, eight hours after the end of exposure. Of note, we found that the expression of sulfide:quinone oxidoreductase (SQOR), likewise a part of the antioxidant metabolism relevant in vertebrate stress response, and of interleukin-1β (IL-1β), involved in the immune response, were significantly altered by stress medium. This study illustrates the existence of positive thermal stress feedback loops in zebrafish embryos that induce stress in conspecifics. This evidence that thermal stress due to fluctuating, high temperatures can be propagated may be relevant for species found in high densities, either in aquaculture or in the natural environment, in a context of global change.