Continued and accelerating change in the thermal environment places an ever-greater priority on understanding how organisms are going to respond. The paradigm of 'move, adapt or die', regarding ways in which organisms can respond to environmental stressors, stimulates intense efforts to predict the future of biodiversity. Assuming that extinction is an unpalatable outcome, researchers have focussed attention on how organisms can shift in their distribution to stay in the same thermal conditions or can stay in the same place by adapting to a changing thermal environment. How likely these respective outcomes might be depends on the answer to a fundamental evolutionary question, namely what genetic changes underpin adaptation to the thermal environment. The increasing access to and decreasing costs of next-generation sequencing (NGS) technologies, which can be applied to both model and non-model systems, provide a much-needed tool for understanding thermal adaptation. Here we consider broadly what is already known from non-NGS studies about thermal adaptation, then discuss the benefits and challenges of different NGS methodologies to add to this knowledge base. We then review published NGS genomics and transcriptomics studies of thermal adaptation to heat stress in metazoans and compare these results with previous non-NGS patterns. We conclude by summarising emerging patterns of genetic response and discussing future directions using these increasingly common techniques.