Water temperature governs physiological functions such as growth, energy allocation, and sex determination in ectothermic species. The European sea bass (Dicentrarchus labrax) is a major species in European aquaculture, exhibiting early dimorphic growth favoring females. The species has a polygenic sex determination system that interacts with water temperature to determine an individual’s sex, with two periods during development that are sensitive to temperature. The current study investigated the influence of water temperature on energy allocation and sex-biased genes during sex determination and differentiation periods. RNA-Sequencing and qPCR analyses were conducted in two separate experiments, of either constant water temperatures typical of aquaculture conditions or natural seasonal thermal regimes, respectively. We focused on eight key genes associated with energy allocation, growth regulation, and sex determination and differentiation. In Experiment 1, cold and warm temperature treatments favored female and male proportions, respectively. The RNA-seq analysis highlighted sex-dependent energy allocation transcripts, with higher levels of nucb1 and pomc1 in future females, and increased levels of egfra and spry1 in future males. In Experiment 2, a warm thermal regime favored females, while a cold regime favored males. qPCR analysis in Experiment 2 revealed that ghrelin and nucb1 were down-regulated by warm temperatures. A significant sex-temperature interaction was observed for pank1a with higher and lower expression for males in the cold and warm regimes respectively, compared to females. Notably, Spry1 displayed increased expression in future males at the all-fins stage and in males undergoing molecular sex differentiation in both experimental conditions, indicating that it provides a novel, robust, and consistent marker for masculinization. Overall, our findings emphasize the complex interplay of genes involved in feeding, energy allocation, growth, and sex determination in response to temperature variations in the European sea bass.