Rose is sensitive to high temperature which will make the rose go into a semi-dormancy state. Grafting is an excellent way to enhance rose heat tolerance. Here, heat-tolerant Rosa multiflora 'Huanong Wuci 1' (W) and heat-sensitive Rosa chinensis 'Old Blush' (X) were selected as experimental materials. The RNA-seq technique was used to investigate the transcriptomes of self-root grafting line (XX0), heterogeneous grafting line (XW0), self-root grafting line under 6 h heat stress (XX6), and heterogeneous grafting line under 6 h heat stress (XW6). Under high temperature stress, multiple signaling pathways were activated, moreover, a large number of transcription factors and functional genes were induced, especially the HSFs and HSPs with remarkably upregulated expression levels. The GO analysis showed that the differences in the expressions of the genes related to fatty acids and carbohydrates were observed between self-root grafting line and heterogeneous grafting line. In addition, 14 P450s were differentially expressed, and one lectin gene was up-regulated in XW0 vs XW6, but down-regulated in XX0 vs XX6. Considering physiological and biochemical traits such as relative electrolyte leakage, SOD activity, proline, and total soluble sugars, DEGs involved in these processes may be key factors to resist high temperature. The present study provides an insight into the complex mechanism underlying grafting in response to heat stress. Our results indicate that grafting is an effective way to improve rose heat resistance.