Environmental acclimation is important episode in wildlife occupation of the high-altitude Tibetan Plateau (TP). Transcriptome-wide studies on thermal acclimation mechanism in fish species are rarely revealed in Tibetan Plateau fish at high altitude. Thus, we used mRNA and miRNA transcriptome sequencing to investigate regulation of thermal acclimation in larval Tibetan naked carp, Gymnocypris przewalskii. We first remodeled the regulation network of mRNA and miRNA in thermal acclimation, and then identified differential expression of miRNAs and target mRNAs enriched in metabolic and digestive pathways. Interestingly, we identified two candidate genes contributed to normal skeletal development. The altered expression of these gene groups could potentially be associated with the developmental issues of deformity and induced larval death. Our results have three important implications: first, these findings provide strong evidences to support our hypothesis that G. przewalskii possess ability to build heat-tolerance against the controversial issue. Second, this study shows that transcriptional and post-transcriptional regulations are extensively involved in thermal acclimation. Third, the integrated mRNA and microRNA transcriptome analyses provide a large number of valuable genetic resources for future studies on environmental stress response in G. przewalskii and as a case study in Tibetan Schizothoracine fish.