The Saccharomyces species have diverged in their thermal growth profile. Both S. cerevisiae and S. paradoxus grow at temperatures well above the maximum growth temperature of S. kudriavzevii and S. uvarum, but grow more poorly at lower temperatures. In response to thermal shifts, organisms activate a stress response that includes heat shock proteins involved in protein homeostasis and acquisition of thermal tolerance. To determine whether Saccharomyces species have diverged in their response to temperature we measured changes in gene expression in response to a 12°C increase or decrease in temperature for four Saccharomyces species and their six pairwise hybrids. To ensure coverage of subtelomeric gene families we sequenced, assembled and annotated a complete S. uvarum genome. All the strains exhibited a stronger response to heat than cold treatment. In response to heat, the cryophilic species showed a stronger response than the thermophilic species. The hybrids showed a mixture of parental stress responses depending on the time point. After the initial response, hybrids with a thermophilic parent were more similar to S. cerevisiae and S. paradoxus, and the S. cerevisiae × S. paradoxus hybrid showed the weakest heat shock response. Within the hybrids a small subset of temperature responsive genes showed species specific responses but most were also hybrid specific. Our results show that divergence in the heat shock response is indicative of a strain's thermal tolerance, suggesting that cellular factors that signal heat stress or resolve heat induced changes are relevant to thermal divergence in the Saccharomyces species.