Anaerobic fungi are a potential biotechnology platform to produce biomass-degrading enzymes. Unlike model fungi such as yeasts, stress responses that are relevant during bioprocessing have not yet been established for anaerobic fungi. In this work, we characterize both the heat shock and unfolded protein responses of four strains of anaerobic fungi (Anaeromyces robustus, Caecomyces churrovis, Neocallimastix californiae, and Piromyces finnis). The inositol-requiring 1 (Ire1) stress sensor, which typically initiates the fungal UPR, was conserved in all four genomes. However, these genomes also encode putative transmembrane kinases with catalytic domains that are similar to the metazoan stress-sensing enzyme PKR-like endoplasmic reticulum kinase (PERK), although whether they function in the UPR of anaerobic fungi remains unclear. Furthermore, we characterized the global transcriptional responses of Anaeromyces robustus and Neocallimastix californiae to a transient heat shock. Both fungi exhibited the hallmarks of ER stress, including upregulation of genes with functions in protein folding, ER-associated degradation, and intracellular protein trafficking. Relative to other fungi, the genomes of Neocallimastigomycetes contained the greatest gene percentage of HSP20 and HSP70 chaperones, which may serve to stabilize their asparagine-rich genomes. Taken together, these results delineate the unique stress response of anaerobic fungi, which is an important step toward their development as a biotechnology platform to produce enzymes and valuable biomolecules.