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ABSTRACT Evolutionary genomic approaches provide powerful tools to understand variation in and evolution of physiological processes. Untargeted genomic or transcriptomic screens can identify functionally annotated candidate genes linked to specific physiological processes, in turn suggesting evolutionary roles for these processes. Such studies often aim to inform modeling of the potential of natural populations to adapt to climate change, but these models are most accurate when evolutionary responses are repeatable, and thus predictable. Here, we synthesize the evolutionary genetic and comparative transcriptomic literature on terrestrial and marine invertebrates to assess whether evolutionary responses to temperature are repeatable within populations, across populations and across species. There is compelling evidence for repeatability, sometimes even across species. However, responses to laboratory selection and geographic variation across thermal gradients appear to be highly idiosyncratic. We also survey whether genetic/transcriptomic studies repeatedly identify candidate genes in three functional groups previously associated with the response to thermal stress: heat shock protein (Hsp) genes, proteolysis genes and immunity genes. Multiple studies across terrestrial and marine species identify candidates included in these gene sets. Yet, each of the gene sets are identified in only a minority of studies. Together, these patterns suggest that there is limited predictability of evolutionary responses to natural selection, including across studies within species. We discuss specific patterns for the candidate gene sets, implications for predictive modeling, and other potential applications of evolutionary genetics in elucidating physiology and gene function. Finally, we discuss limitations of inferences from available evolutionary genetic studies and directions for future research.