Euplotes nobilii and Euplotes raikovi are phylogenetically closely allied species of marine ciliates, living in polar and temperate waters, respectively. Their evolutional relation and the sharply different temperatures of their natural environments make them ideal organisms to investigate thermal-adaptation. We perform a comparative study of the thermal unfolding of disulfide-rich protein pheromones produced by these ciliates. Recent circular dichroism (CD) measurements have shown that the two psychrophilic (E. nobilii) and mesophilic (E. raikovi) protein families are characterized by very different melting temperatures, despite their close structural homology. The enhanced thermal stability of the E. raikovi pheromones is realized notwithstanding the fact that these proteins form, as a rule, a smaller number of disulfide bonds. We perform Monte Carlo (MC) simulations in a structure-based coarse-grained (CG) model to show that the higher stability of the E. raikovi pheromones is due to the lower locality of the disulfide bonds, which yields a lower entropy increase in the unfolding process. Our study suggests that the higher stability of the mesophilic E. raikovi phermones is not mainly due to the presence of a strongly hydrophobic core, as it was proposed in the literature. In addition, we argue that the molecular adaptation of these ciliates may have occurred from cold to warm, and not from warm to cold. To provide a testable prediction, we identify a point-mutation of an E. nobilii pheromone that should lead to an unfolding temperature typical of that of E. raikovi pheromones.