As the world warms, understanding the fundamental mechanisms available to organisms to protect themselves from thermal stress is becoming ever more important. Heat shock proteins are highly conserved molecular chaperones which serve to maintain cellular processes during stress, including thermal extremes. Developing animals may be particularly vulnerable to elevated temperatures, but the relevance of heat shock proteins for developing altricial birds exposed to a thermal stressor has never been investigated. Here, we sought to test whether three stress-induced genes – HSPD1, HSPA2, HSP90AA1 – and two constitutively expressed genes – HSPA8, HSP90B1 – are upregulated in response to acute thermal shock in zebra finch (Taeniopygia guttata) embryos half-way through incubation. Tested on a gradient from 37.5 ◦C (control) to 45 ◦C, we found that all genes, except HSPD1, were upregulated. However, not all genes initiated upregulation at the same temperature. For all genes, the best fitting model included a correlate of developmental stage that, although it was never significant after multiple-test correction, hints that heat shock protein upregulation might increase through embryonic development. Together, these results show that altricial avian embryos are capable of upregulating a known protective mechanism against thermal stress, and suggest that these highly conserved cellular mechanisms may be a vital component of early developmental protection under climate change.