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Responses of marine ectotherms to variable environmental temperature often entails maintanence of cellular homeostasis and physiological function through temperature compensation and physiological changes. We investigated the physiological response to thermal stress by examining proteomic changes in the marine kelp forest gastropod and emerging fisheries species Kellet's whelk (Kelletia kelletii) across a naturally-existing thermal gradient that ranges from a warmer-water site inside the species' native range and extends to the northern, cold-water edge of the range. We hypothesized that abundance of cellular stress response and energy metabolism proteins would increase with decreasing temperature in support of cold-compensation. Our exploratory proteomic analysis of whelk gill tissue (N = 6 whelks) from each of the four California Channel Island sites revealed protein abundance changes related to the cytoskeleton, energy metabolism/oxidative stress, and cell signaling. The changes did not correlate consistently with temperature. Nonetheless, whelks from the coldest island site showed increased abundance of energy metabolism and oxidative stress proteins, possibly suggesting oxidative damage of lipid membranes that is ameliorated by antioxidants and may aid in their cold stress response. Similarly, our exploratory analysis revealed abundances of cell signaling proteins that were higher at the coldest site compared to the warmest site, possibly indicating an importance for cell signaling regulation in relatively cooler environments. This study provides protein targets for future studies related to thermal effects in marine animals and may contribute to understanding the physiological response of marine organisms to future ocean conditions.