Anadara broughtonii is one of the main commercially important species of shellfish in northern China. A. broughtonii lives in relatively stable subtidal zone where the clam could respond to environmental changes with minimum energy. Therefore, slight fluctuations in water environment may have a great impact on physiological processes such as feeding and metabolism. Large-scale mortality often occurs during the intermediate rearing processes, and high temperatures in summer are considered the leading cause of mortality. To understand the physiological and molecular response patterns of A. broughtonii at high temperatures and to estimate the appropriate metabolism temperature for A. broughtonii, the effects of temperature on the respiratory metabolism and food intake at different growth stages were studied. The response patterns of heat shock protein genes to heat stress and post-stress recovery were also explored. Results show that the temperature and growth stage of A. broughtonii were two important factors affecting metabolism and feeding. The optimum temperature for feeding and physiological activities in each shell-length group was 24 °C. The temperature at which the peak metabolic rate occurred in each shell-length group increased with the increase in shell length. With the increase in heat stress, the expression of three heat shock protein genes (Abhsp60, Abhsp70, and Abhsp90) in the tissues of two size groups of A. broughtonii increased significantly when temperature was above 24 °C and reached a peak at 30 °C. After heat shock at 30 °C for 2 h, the expression of the three heat shock protein genes rapidly increased, peaked at 2 h after the heat shock, and then gradually decreased to the level of the control group at 48 h after the heat shock. The three heat shock protein genes respond rapidly to heat stress and can be used as indicators to the cellular stress response in A. broughtonii under an environmental stress.