Hypoxia and hyperthermia are two connected consequences of the ongoing global change and constitute major threats for coastal marine organisms. In the present study, we used a proteomic approach to characterize the changes induced by hypoxia in the great scallop, Pecten maximus, subjected to three different temperatures (10 °C, 18 °C and 25 °C). We did not observe any significant change induced by hypoxia in animals acclimated at 10 °C. At 18 °C and 25 °C, 16 and 11 protein spots were differentially accumulated between normoxia and hypoxia, respectively. Moreover, biochemical data (octopine dehydrogenase activity and arginine assays) suggest that animals grown at 25 °C switched their metabolism towards anaerobic metabolism when exposed to both normoxia and hypoxia, suggesting that this temperature is out of the scallops’ optimal thermal window. The 11 proteins identified with high confidence by mass spectrometry are involved in protein modifications and signaling (e.g., CK2, TBK1), energy metabolism (e.g., ENO3) or cytoskeleton (GSN), giving insights into the thermal-dependent response of scallops to hypoxia.