The Antarctic notothenioid fishes share a greatly reduced capacity to tolerate heat compared to temperate or tropical fishes. The cellular response to heat appears to be similarly compromised in these fishes as seen in the apparent loss of the near universal heat shock response, a key transcriptional response to severe heat. However, little is known as to how evolution in the constant cold has impacted the broader suite of transcriptional responses normally triggered by such stress. The sequences provided here are part of a cross species RNA Seq experiment carried out to help understand the nature and extent of this loss. The investigated species include the basal temperate Eleginops maclovinus, a presumptive proxy for the ancestral notothenioid response, the Antarctic Pagothenia borchgrevinki, an inhabitant of the ice-laden cryopelagic, and the highly derived Chionodraco rastrospinosus, one of the hemoglobin-lacking Antarctic icefishes. The sequencing itself was split between that used to generate species’ broad reference transcriptomes, and gill specific sequencing used to identify changes in gene expression following heat stress.