This study investigated the effect of acclimation temperatures and eyestalk ablation (EA) on the thermal tolerance of juvenile Penaeus vannamei. In each case, the relative expression of genes involved in cell protection (hsp70 and hsp90), oxidative stress (cMnSOD and GPx), and anaerobic metabolism (hif1a) was assessed. For this purpose, shrimp were acclimated to 20, 26, and 32°C for 21 days. After acclimation, the critical thermal maxima (CTmax) was determined in non-eyestalk ablated, unilaterally, and bilaterally eyestalk ablated organisms. An effect of acclimation temperatures on CTmax values was observed, with shrimp acclimated at 32°C having the highest rates. Likewise, EA resulted in lower thermal tolerance to CTmax in organisms acclimated at 20 and 26°C. The shrimp's protective and cellular repair responses were evidenced by increased hsp70 and hsp90 gene expression after CTmax and were intensified by the EA. In contrast, the results showed that cMnSOD was very sensitive to CTmax, and its expression was intensified with EA, while for GPx, there was an increase in the relative gene expression, mainly in shrimp acclimated at 20°C. In the case of hif1a, overexpression was observed at the acclimation temperature of 26°C, showing the activation of compensatory mechanisms such as anaerobic metabolism. EA caused a significant molecular response during CTmax of molecular biomarkers involved in heat stress response, oxidative stress, and compensatory mechanisms.