Reproduction in marine fish is generally tightly linked with water temperature. Consequently, when adults are exposed to projected future ocean temperatures, reproductive output of many species declines precipitously. Recent research has shown that in the common reef fish, Acanthochromis polyacanthus, step-wise exposure to higher temperatures over two generations (parents: +1.5°C, offspring: +3.0°C) can improve reproductive output in the F2 generation compared to F2 fish that have experienced the same high temperatures over two generations (F1 parents: +3.0°C, F2 offspring: +3.0°C). To investigate how a step-wise increase in temperature between generations improved reproductive capacity, we tested the expression of well-known teleost reproductive genes in the brain and gonads of F2 fish using quantitative reverse transcription PCR and compared it among control (+0.0°C for two generations), developmental (+3.0°C in second generation only), step (+1.5°C in first generation and +3.0°C in second generation), and transgenerational (+3.0°C for two generations) treatments. We found that levels of gonadotropin receptor gene expression (Fshr and Lhcgr) in the testes were reduced in developmental and transgenerational temperature treatments, but were similar to control levels in the step treatment. This suggests Fshr and Lhcgr may be involved in regulating male reproductive capacity in A. polyacanthus. In addition, lower Fshb expression in the brain of females in all temperature treatments compared to control, suggests that Fshb expression, which is involved in vitellogenesis, is sensitive to high temperatures. Our results help elucidate key genes that facilitate successful reproduction in reef fishes when they experience a gradual increase in temperature across generations consistent with the trajectory of climate change.