Hydrostatic pressure is an important, ubiquitous, environmental variable of particular relevance in the marine environment. However, it is widely overlooked despite recent evidence that some marine ectotherms may be demonstrating climate-driven bathymetric range shifts. Wide-ranging effects of increased hydrostatic pressure have been observed from the molecular through to the behavioural level. Still, no study has simultaneously examined these multiple levels of organisation in a single experiment in order to understand the kinetics, hierarchy and interconnected nature of such responses during an acute exposure, and over a subsequent recovery period. Here, we quantify the transcription of a set of previously characterised genes during and after acute pressure exposure in adults of the shrimp Palaemonetes varians. Further, we perform respiratory rate and behavioural analysis over the same period. Increases in expression of genes associated with stress and metabolism were observed during and after high-pressure exposure. Respiratory rate increased during exposure and into the recovery period. Finally, differential behaviour was observed under elevated hydrostatic pressure in comparison to ambient pressure. Characterising generalised responses to acute elevated pressure is a vital precursor to longer-term, acclimation-based pressure studies. Results provide a novel insight into what we term the overall stress response (OSR) to elevated pressure; a concept that we suggest to be applicable to other environmental stressors. We highlight the importance of considering more than a single component of the stress response in physiological studies, particularly in an era where environmental multi-stressor studies are proliferating.