Climate change has a strong impact on marine ecosystems, including temperate species. Analysing the diversity of thermotolerance levels within species along with their genetic structure enables a better understanding of their potential response to climate change. We performed this integrative study on the Mediterranean octocoral Eunicella cavolini, with samples from different depths and by means of a common garden experiment. This species does not host photosynthetic Symbiodinium, enabling us to focus on the cnidarian response. We compared the thermotolerance of individuals from 20 m and 40 m depths from the same site and with replicates from the same colony. On the basis of an innovative statistical analysis of necrosis kinetics and risk, we demonstrated the occurrence of a very different response between depths at this local scale, with lower thermotolerance of deep individuals. Strongly thermotolerant individuals were observed at 20 m with necrosis appearing at higher temperatures than observed in situ. On the basis of nine microsatellite loci, we showed that these marked thermotolerance differences occur within a single population. This suggests the importance of acclimatization processes in adaptation to these different depths. In addition, differences between replicates demonstrated the occurrence of a variability of response between fragments from the same colony with the possibility of an interaction with a tank effect. Our results provide a basis for studying adaptation and acclimatization in Mediterranean octocorals in a heterogeneous environment.