Combined exposure to elevated temperature and pollutants is an environmentally relevant scenario that is expected to become more widespread in the future with global warming. Accordingly, the general objective of the present study was to investigate the interactive effects of temperature stress and xenobiotic exposure in the European bullhead, Cottus gobio, a candidate sentinel species. Before studying the combined stresses, we have firstly characterized the toxicity of two ubiquitous contaminants in aquatic environments, i.e., cadmium (Cd) and perfluorooctane sulfonate (PFOS), in C. gobio. Exposure to high pollutants concentrations significantly altered the activity of several enzymes involved in energy metabolism, namely, citrate synthase, cytochrome c oxidase and lactate dehydrogenase, either in liver and/or in gills. Additionally, a proteomic approach was used to further our understanding of toxicity of the selected pollutants in C. gobio. The results showed that most of the identified differentially expressed proteins are associated with central aspects of the evolutionarily conserved cellular stress response and are part of the stress proteome. Secondly, as temperature and Cd are known to induce oxidative stress in aquatic organisms, their combined effects on the oxidative stress status of bullhead were assessed. Overall, we have observed that elevated temperature and Cd exposure independently influenced the antioxidant defence system with clear tissue-specific and stress-specific antioxidant responses. Further, the 20S proteasome activity was increased in response to heat stress in liver and gills. Finally, we have evaluated the effects of temperature and Cd exposure in sequential combination, i.e., fish acclimated to enhanced temperature and subsequently exposed to Cd. A combination of enzyme activity assays and protein expression patterns clearly indicated that increases in water temperature consistent with climate change predictions may modulate the ability of C. gobio to tolerate subsequent exposure to another stressor, such as Cd. Furthermore, the proteomic analysis brings clues to the potential molecular pathways involved in the acclimation process and by which a heat acclimation could interfere with an additional stress to Cd thereby highlighting shared mechanisms of action. As a corollary, the present study demonstrated that an integrative approach using enzymatic and proteomic analyses is worthwhile to better characterize the interactive effects of multiple stressors, such as temperature and metal pollution on fish species, and suggests that additional studies to link the cellular phenotype as observed here to changes at higher levels of biological organization could provide essential information to inform on organisms’ health in their natural environments.