Neptunea cumingii is an economically important marine shellfish found in the Yellow and Bohai Seas areas of China. In this study, samples of Neptunea cumingii were collected in Zhangzidao and Yantai during spring, summer, autumn, and winter to clarify the gene expression patterns and regulatory mechanisms in their gills in different seasons. Transcriptome analysis was conducted using Neptunea cumingii gill tissues, and genes with significantly different expression levels were extracted for functional verification. The most genes with differences in expression (DEGs) were found in comparisons of the winter and summer samples. Gene enrichment analysis based on Gene Ontology and Kyoto Encyclopedia of Genes and Genomes terms showed that these DEGs were mainly involved in immune and metabolic pathways, and they had significant effects on oxidative stress, body metabolism, and protein synthesis in Neptunea cumingii. Further screening of DEGs identified thirty-four genes related to temperature regulation, comprising thirteen genes with roles in innate immunity in shellfish, twelve genes related to oxidative stress, and nine genes related to protein synthesis and energy metabolism. Eleven DEGs were randomly selected for qPCR verification, and the results were consistent with the transcriptome analysis results. In summary, the transcriptome results differed significantly between seasons in the gill tissues of Neptunea cumingii. The expression levels of immune regulatory genes could be promoted in Neptunea cumingii during the high temperature season, whereas the expression of these genes may be inhibited in the low temperature season. The results obtained in this study provide insights into the molecular defense mechanisms that might allow Neptunea cumingii to adapt to climate change.