Global analysis of mRNA abundance via genomic arrays (i.e. transcriptomics or transcriptional profiling) is one approach to finding the genes that matter to organisms undergoing environmental stress. In evolutionary analyses of stress, mRNA abundance is often invoked as a proxy for the protein activity that may underlie variation in fitness. To provoke discussion of the utility and sensible application of this valuable approach, this manuscript examines the adequacy of mRNA abundance as a proxy for protein activity, fitness and stress. Published work to date suggests that mRNA abundance typically provides little information on protein activity and fitness and cannot substitute for detailed functional and ecological analyses of candidate genes. While the transcriptional profile can be an exquisitely sensitive indicator of stress, simpler indicators will often suffice. In view of this outcome, transcriptomics should undergo careful cost-benefit analysis before investigators deploy it in studies of stress responses and their evolution.