Acute heat shock has previously been shown to improve subsequent low O2 (hypoxia) tolerance in an intertidal fish species, a process known as cross-tolerance, but it is not known whether this is a widespread phenomenon. This study examined whether a rock pool specialist, the triplefin fish Bellapiscis medius, exhibits heat shock induced cross-tolerance to hypoxia, i.e., longer time to loss of equilibrium (LOE) and lower critical O2 saturation (Scrit) after recovering from an acute heat challenge. Non-heat shock controls had a median time to loss of equilibrium (LOE50) of 54.4 min under severe hypoxia (7% of air saturation) and a Scrit of 15.8% air saturation. Contrary to expectations, however, treatments that received an 8 or 10°C heat shock showed a significantly shorter LOE50 in hypoxia (+8°C = 41.5 min; +10°C = 28.7 min) and no significant change in Scrit (+8°C = 17.0% air saturation; +10°C = 18.3% of air saturation). Thus, there was no evidence of heat shock induced cross-tolerance to hypoxia in B. medius because exposure to acute heat shock impaired hypoxia tolerance.