In a changing climate, thermal challenges may have severe impacts on fitness as animals shift their investment between self-preservation and mating effort. Understanding thermal tolerance is essential for predicting species persistence in a changing climate, but molecular responses to sublethal thermal challenges are not well understood. Our experiment used zebra finches Taeniopygia guttata, a model songbird species that regularly experiences extreme temperature fluctuations in its native Australia. We exposed captive males to temperatures above (43°C, ‘hot), within (35°C), and below (27°C, ‘cold’) their thermoneutral zone for 4 hours. We characterized thermoregulatory behavior and gene expression in tissues important for reproduction – the posterior telencephalon, which contains song control nuclei, and the testis. We found significantly more panting in heat and piloerection in cold, indicating that thermal treatments affected behavioral responses. Both hot and cold treatments affected expression of hundreds of genes in the testis, but far fewer genes in the posterior telencephalon, suggesting the brain may be more buffered from extreme temperatures than gonadal tissues. In the testis, we identified thermally sensitive gene networks related to immune responses and spermatogenesis, which are consistent with temperature-related tradeoffs between self-maintenance and mating effort. Coupled with previous findings that thermal challenges reduce singing behavior and sperm quality, the sublethal effects of extreme temperatures may represent a threat to reproductive success, even in heat-adapted species.