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Abstract Global warming is one of the most significant and widespread effects of climate change. While early life stages are particularly vulnerable to increasing temperatures, little is known about the molecular processes that underpin their capacity to adapt to temperature change during early development. Using a quantitative proteomics approach, we investigated the effects of thermal stress on octopus embryos. We exposedOctopus berrimaembryos to different temperature treatments (control 19°C, current summer temperature 22°C, or future projected summer temperature 25°C) until hatching. By comparing their protein expression levels, we found that future projected temperatures significantly reduced levels of key eye proteins such as S‐crystallin and retinol dehydrogenase 12, suggesting the embryonic octopuses had impaired vision at elevated temperature. We also found that this was coupled with a cellular stress response that included a significant elevation of proteins involved in molecular chaperoning and redox regulation. Energy resources were also redirected away from non‐essential processes such as growth and digestion. These findings, taken together with the high embryonic mortality observed under the highest temperature, identify critical physiological functions of embryonic octopuses that may be impaired under future warming conditions. Our findings demonstrate the severity of the thermal impacts on the early life stages of octopuses as demonstrated by quantitative proteome changes that affect vision, protein chaperoning, redox regulation and energy metabolism as critical physiological functions that underlie the responses to thermal stress.