Eukaryotic cells have evolved mechanisms to sense and adapt to dynamic environmental changes. Adaptation to thermal insults, in particular, is essential for their survival. The major fungal pathogen of humans, Candida albicans, is obligately associated with warm-blooded animals and hence occupies thermally buffered niches. Yet during its evolution in the host it has retained a bona fide heat shock response whilst other stress responses have diverged significantly. Furthermore the heat shock response is essential for the virulence of C. albicans. With a view to understanding the relevance of this response to infection we have explored the dynamic regulation of thermal adaptation using an integrative systems biology approach. Our mathematical model of thermal regulation, which has been validated experimentally in C. albicans, describes the dynamic autoregulation of the heat shock transcription factor Hsf1 and the essential chaperone protein Hsp90. We have used this model to show that the thermal adaptation system displays perfect adaptation, that it retains a transient molecular memory, and that Hsf1 is activated during thermal transitions that mimic fever. In addition to providing explanations for the evolutionary conservation of the heat shock response in this pathogen and the relevant of this response to infection, our model provides a platform for the analysis of thermal adaptation in other eukaryotic cells.