Marine heatwaves (MHWs) are increasing in both intensity and frequency against a backdrop of gradual warming associated with climate change. In the context of MHWs, animals are likely to experience sub-lethal rather than lethal effects, defining long-term limits to survival and/or impacting individual and population fitness. We investigated how functional sub-lethal limits track critical thresholds and how this relationship changes with warming rate. To this end, we monitored basic functioning, specifically the ability to right, feed and assimilate energy, as well as oxygen consumption rate in the common Antarctic sea urchin Sterechinus neumayeri. Water temperature in experimental systems was increased at rates of 1, 0.5 and 0.3°C d-1, in line with the characteristics of MHW events previously experienced at the site where the study urchins were collected on the Antarctica Peninsula. Functioning was assessed during the simulation of MHWs, and sub-lethal limits were determined when the rate of functional degradation changed as temperature increased. Results suggest that thermal sensitivity varies between the key biological functions measured, with the ability to right having the highest thermal threshold. Functions deteriorated at lower temperatures when warming was more rapid (1°C d-1), contrary to lethal critical thresholds, which were reached at lower temperatures when warming was slower (0.3°C d-1). MHWs and their impacts extend far beyond Antarctica, and in this context, our analyses indicate that the onset rate of MHWs is critical in determining the ability of an organism to tolerate short-term elevated temperatures.