The maize weevil, Sitophilus zeamais Motschulsky, is a major pest of rice and other postharvest grain stocks in tropical countries. Heating and cooling treatments have been adopted to control this pest. Because heat shock protein (hsp) genes respond to temperature stress, we examined the association of hsp genes with development and thermal stress in S. zeamais. The temperature response of the insect to heat and cold treatments was assessed at four developmental stages: egg, larva, pupa, and adult. LT50 values at high temperatures were similar among the four developmental stages, while adults were the most tolerant to low temperatures, and eggs, larvae, and pupae exhibited similar LT50 values. Expression levels of three hsps—Szhsp70, Szhsc70, and Szhsp90—fluctuated substantially throughout the four stages at a rearing temperature of 28°C. Heat shock and cold shock increased the expression of all three hsps, and the highest upregulation was observed at 40°C, although the intensity of upregulation varied among the three genes: strongly in Szhsp70, moderately in Szhsp90, and slightly in Szhsc70. Basal expression of the three hsps at 28°C and gene responses to heat and cold shock also varied significantly at the tissue level.