Global warming is posing a threat to animals. As a large group of widely distributed poikilothermal animals, insects are liable to heat stress. How insects deal with heat stress is worth highlighting. Acclimation may improve the heat tolerance of insects, but the underlying mechanism remains vague. In this study, the high temperature of 39 °C was used to select the third instar larvae of the rice leaf folderCnaphalocrocis medinalis, an important insect pest of rice, for successive generations to establish the heat-acclimated strain (HA39). The molecular mechanism of heat acclimation was explored using this strain. The HA39 larvae showed stronger tolerance to 43 °C than the unacclimated strain (HA27) persistently reared at 27 °C. The HA39 larvae upregulated a glucose dehydrogenase gene,CmGMC10, to decrease the reactive oxygen species (ROS) level and increase the survival rate under heat stress. The HA39 larvae maintained a higher activity of antioxidases than the HA27 when confronted with an exogenous oxidant. Heat acclimation decreased the H2O2level in larvae under heat stress which was associated with the upregulation ofCmGMC10. The rice leaf folder larvae may acclimate to global warming via upregulatingCmGMC10to increase the activity of antioxidases and alleviate the oxidative damage of heat stress.