Milkfish (Chanos chanos) is one of the most important aquaculture species in Asian countries. These teleost fish are traditionally cultured in outdoor-based systems and therefore have to cope with daily and/or seasonally changing environmental conditions. Temperature changes beyond the optimal range of a fish species are known to induce an endocrine stress response resulting in the release of cortisol via the hypothalamic-pituitary-interrenal axis. Moreover, (thermal) stress induces glucocorticoid-mediated changes in the fish's energy metabolism to cope with the stressor(s) and regain homeostasis. Long-term elevations of cortisol are known to be detrimental for fish performance. In this study, we investigated the stress response of juvenile milkfish, which were exposed to a gradual temperature increase of 1°C per day over 7 days in the range from 26°C to 33°C, followed by an exposure to constant 33°C for 21 days. We quantified ontogenetic (OG) and regenerated (RG) scale cortisol to evaluate chronic stress. To investigate metabolic implications and oxidative stress response, activity levels of key enzymes involved in metabolic (isocitrate dehydrogenase - IDH, lactate dehydrogenase - LDH, electron transfer system - ETS) and antioxidant (superoxide dismutase - SOD, catalase - CAT) related pathways were quantified. Furthermore, we measured available energy resources (protein, carbohydrates, lipids) and potential cellular damage due to oxidative stress (lipid peroxidation - LPO). Finally, changes in the gut microbiome of the milkfish related to the temperature stress were analyzed to elucidate their role in the stress response and interactions with physiological parameters.This study is part of the ACUTE project (AquaCUlture practice in Tropical coastal Ecosystems - Understanding ecological and socio-economic consequences) funded by the Leibniz Association grant SAW-2015-ZMT-4. It is associated with the following publications: Hanke et al., 2019 (doi:10.1016/j.aquaculture.2018.09.016) and Hassenrück et al., 2020 (doi:10.3390/microorganisms9010005). The final OTU table and statistical analysis scripts for Hassenrück et al., 2020 are supplied as further details to this data set.