In recent years, poikilothermic animals such as fish have increasingly been exposed to stressful high-temperature environments due to global warming. However, systemic changes in fish under thermal stress are not fully understood yet at both the transcriptome and proteome level. Therefore, the objective of this study was to investigate the immuno-physiological responses of fish under extreme thermal stress through integrated multi-omics analysis. Trout were exposed to acute thermal stress by raising water temperature from 15 to 25 °C within 30 min. Head-kidney and plasma samples were collected and used for RNA sequencing and two-dimensional gel electrophoresis. Gene enrichment analysis was performed: differentially expressed genes (DEGs) and differentially expressed proteins (DEPs) were identified to interpret the multi-omics results and identify the relevant biological processes through pathway analysis. Thousands of DEGs and 49 DEPs were identified in fish exposed to thermal stress. Most of these genes and proteins were highly linked to DNA replication, protein processing in the endoplasmic reticulum, cell signaling and structure, glycolysis activation, complement-associated hemolysis, processing of released free hemoglobin, and thrombosis and hypertension/vasoconstriction. Notably, we found that immune disorders mediated by the complement system may trigger hemolysis in thermally stressed fish, which could have serious consequences such as ferroptosis and thrombosis. However, antagonistic activities that decrease cell-free hemoglobin, heme, and iron might be involved in alleviating the side effects of thermally induced immuno-physiological disorders. These factors may represent the major thermal resistance traits that allow fish to overcome extreme thermal stress. Our findings, based on integration of multi-omics data from transcriptomics and proteomics analyses, provide novel insight into the pathogenesis of acute thermal stress and temperature-linked epizootics.