Small heat shock proteins (sHSPs) are members of the heat shock protein (HSP) family that play an important role in temperature stress, and heat shock factors (HSFs) are transcriptional activators that regulate HSP expression. Cotesia chilonis, the major endoparasitoid of Chilo suppressalis, modulates the C. suppressalis population in the field. In this study, we cloned and characterized two genes from C.chilonis: the heat-induced HSP11.0 gene (Cchsp11.0) that consisted of a 306-bp ORF, and the master regulator HSF (Cchsf) containing an 1875-bp ORF. CcHSP11.0 contained a chaperonin cpn10 signature motif that is conserved in other hymenopteran insects. CcHSF is a typical HSF and contains a DNA-binding domain, two hydrophobic heptad repeat domains, and a C-terminal trans-activation domain. Neither Cchsp11.0 or Cchsf contain introns. Real-time quantitative PCR revealed that Cchsp11.0 and Cchsf were highly induced at 36 °C and 6 °C after a 2-h exposure. Overall, the induction of Cchsf was lower than Cchsp11.0 at low temperatures, whereas the opposite was true at high temperatures. In conclusion, both Cchsp11.0 and Cchsf are sensitive to high and low temperature stress, and the expression pattern of the two genes were positively correlated during temperature stress.