Temperature is one of the main abiotic factors influencing the distribution and abundance of organisms. In the Rhône River Valley, populations of the crustacean Gammarus pulex are distributed along a 5 °C thermal gradient from the North to the South of the valley. In this present work, we investigated the heat shock response of G. pulex according to latitudinal distribution (northern vs. southern populations) and ontogeny (adults vs. embryos from early stages). We isolated two isoforms (one constitutive hsc70 and one inducible hsp70) of heat shock proteins 70 (HSP70) and quantitatively compared their amounts of mRNA after heat shocks, using real-time PCR. Whereas the hsc70 (constitutive) gene did not vary between the two populations, a significant effect of the population was observed on the expression of the hsp70 (inducible) gene in adult specimens. The northern population of amphipods showed a greater magnitude of induction and a 2 °C lower onset temperature when compared to the southern population, suggesting that the northern population is more affected by elevated temperature than the southern one. We demonstrated that the expression of hsp70 may play a crucial role in the persistence of biogeographical patterns of G. pulex, since it reflects the natural distribution of this species along the latitudinal thermal gradient. A differential regulation of hsc70 gene was also observed according to the ontogenetic stage, with a switch from heat inducible in early life stages to constitutively and highly expressed in adults. These findings demonstrate the importance of considering the entire life cycle to better understand the adaptive response to thermal stress.