Stable endosymbiotic relationships between cnidarian animals and dinoflagellate algae are vital for sustaining coral reef ecosystems. Recent studies have shown that elevated seawater temperatures can cause the collapse of their endosymbiosis, known as ‘bleaching’, and result in mass mortality. However, the molecular interplay between temperature responses and symbiotic states still remains unclear. To identify candidate genes relevant to the symbiotic stability, we performed transcriptomic analyses under multiple conditions using the symbiotic and apo-symbiotic (symbiont free) Exaiptasia diaphana, an emerging model sea anemone. Gene expression patterns showed that large parts of differentially expressed genes in response to heat stress were specific to the symbiotic state, suggesting that the host sea anemone could react to environmental changes in a symbiotic state-dependent manner. Comparative analysis of expression profiles under multiple conditions highlighted candidate genes potentially important in the symbiotic state transition under heat-induced bleaching. Many of these genes were functionally associated with carbohydrate and protein metabolisms in lysosomes. Symbiont algal genes differentially expressed in hospite encode proteins related to heat shock response, calcium signaling, organellar protein transport, and sugar metabolism. Our data suggest that heat stress alters gene expression in both the hosts and symbionts. In particular, heat stress may affect the lysosome-mediated degradation and transportation of substrates such as carbohydrates through the symbiosome (phagosome-derived organelle harboring symbiont) membrane, which potentially might attenuate the stability of symbiosis and lead to bleaching-associated symbiotic state transition.