The heat waves on the South Pacific coast could lead to thermal stress in native fish. The red cusk-eel (Genypterus chilensis) is relevant for Chilean artisanal fisheries and aquaculture diversification. This study examined the effect of high-temperature stress in the gills of G. chilensis in control (14 °C) and high-temperature stress (19 °C) conditions. High-temperature stress induces a significant increase in gills cortisol levels. Additionally, oxidative damage was observed in gills (protein carbonylation and lipoperoxidation). RNA-seq data was used to build the first transcriptome assembly of gills in this species (23,656 annotated transcripts). A total of 1138 down-regulated and 1531 up-regulated transcripts were observed in response to high-temperature stress in gills. The enrichment analysis showed immune response and replication enriched processes (on down-regulated transcripts), and processes related to the folding of proteins, endoplasmic reticulum, and transporter activity (on up-regulated transcripts). The present study showed how gills could be affected by high-temperature stress.