Salmon lice (Lepeophtheirus salmonis) are parasitic copepods, living mainly on Atlantic salmon and leading to large economical losses in aquaculture every year. Due to the emergence of resistances to several drugs, alternative treatments are developed, including treatment with hydrogen peroxide, freshwater or thermal treatment. The present study gives a first overview of the thermotolerance and stress response of salmon lice. Sea lice nauplii acclimated to 10 °C can survive heat shocks up to 30 °C and are capable of hardening by a sublethal heat shock. We searched in the genome for heat shock protein (HSP) encoding genes and tested their inducibility after heat shock, changes in salinity and treatment with hydrogen peroxide, employing microfluidic qPCRs. We assessed 38 candidate genes, belonging to the small HSP, HSP40, HSP70 and HSP90 families. Nine of these genes showed strong induction after a non-lethal heat shock. In contrast, only three and two of these genes were induced after changes in salinity and incubation in hydrogen peroxide, respectively. This work provides the basis for further work on the stress response on the economically important parasite L. salmonis.