Temperate species undergo wide variations of abiotic factors according to season, with temperature and photoperiod being two of the main factors that change. Given that several laboratory studies have reported the capacity of intertidal species to trigger the cellular stress response when exposed to challenging environmental conditions, the aim of this study was to address this capacity in situ (38°42′N, 9°29′W) in a key intertidal species, the shrimp Palaemon elegans. This study assessed changes in (1) thermal stress (heat-shock protein 70 kDa—Hsp70, total ubiquitin—Tub) and oxidative stress biomarkers (antioxidant enzymes: catalase—CAT, superoxide dismutase—SOD, glutathione-S-transferase—GST, and oxidation products: lipid peroxidation—LPO) in the muscle and visceral mass, and assessed changes in (2) ion concentrations (Ca2+, Na+, K+) in the muscle of shrimps under spring and summer conditions in the wild. Tissue-specific biomarker responses were detected, with greater induction in the muscle (increased Tub, CAT, SOD and LPO). Visceral mass showed decreased (Tub, CAT, GST) or constant (Hsp70, SOD) biomarker levels except for LPO, which increased in summer-acclimatized animals. Potassium ion increased in the muscle of summer-acclimatized shrimps suggesting ionic regulation. This study showed that P. elegans employs different biochemical strategies depending on the season, potentially as a mechanism of seasonal acclimatization involving the protein quality control system, oxidative stress pathways and ionic regulation. These effects should be considered in environmental monitoring programs to avoid the interference of confounding variables, which change seasonally. Graphical Abstract: [Figure not available: see fulltext.]