The data is a collection of biochemical (metabolites, antioxidant defence enzymes, esterese activity) and phyisiological (oxygen consumption) indicators measured in juvenile Hippocampus erectus duraing exposure to the following magnitudes and rates of thermal increase: i) an abrupt increment of 4 °C from 26 to 30 °C (Ab30); ii) an abrupt increment of 7 °C from 26 to 33 °C (Ab33); iii) a gradual increment of 4 °C from 26 to 30 °C (Gr30); iv) a gradual increment of 7 °C from 26 to 33 °C (Gr33); and v) a control kept constant at 26 °C (Control).