Abstract Background The rice leaf folder Cnaphalocrocis medinalis Güenée is a serious insect pest of rice in Asia. This pest occurs in summer, and it is sensitive to high temperature. However, the larvae exhibit heat acclimation/adaptation. To understand the underlying mechanisms, we established a heat-acclimated strain via multigenerational selection at 39 °C. After heat shock at 41 °C for 1 h, the transcriptomes of the heat-acclimated (S-39) and unacclimated (S-27) larvae were sequenced, using the unacclimated larvae without exposure to 41 °C as the control. Results Five generations of selection at 39 °C led larvae to acclimate to this heat stress. Exposure to 41 °C induced 1160 differentially expressed genes (DEGs) between the heat-acclimated and unacclimated larvae. Both the heat-acclimated and unacclimated larvae responded to heat stress via upregulating genes related to sensory organ development and structural constituent of eye lens, whereas the unacclimated larvae also upregulated genes related to structural constituent of cuticle. Compared to unacclimated larvae, heat-acclimated larvae downregulated oxidoreductase activity-related genes when encountering heat shock. Both the acclimated and unacclimated larvae adjusted the longevity regulating, protein processing in endoplasmic reticulum, antigen processing and presentation, MAPK and estrogen signaling pathway to responsed to heat stress. Additionally, the unacclimated larvae also adjusted the spliceosome pathway, whereas the heat-acclimated larvae adjusted the biosynthesis of unsaturated fatty acids pathway when encountering heat stress. Although the heat-acclimated and unacclimated larvae upregulated expression of heat shock protein genes under heat stress including HSP70, HSP27 and CRYAB, their biosynthesis, metabolism and detoxification-related genes expressed differentially. Conclusions The rice leaf folder larvae could acclimate to a high temperature via multigenerational heat selection. The heat-acclimated larvae induced more DEGs to response to heat shock than the unacclimated larvae. The changes in transcript level of genes were related to heat acclimation of larvae, especially these genes in sensory organ development, structural constituent of eye lens, and oxidoreductase activity. The DEGs between heat-acclimated and unacclimated larvae after heat shock were enriched in the biosynthesis and metabolism pathways. These results are helpful to understand the molecular mechanism underlying heat acclimation of insects.