Lake Baikal is one of the oldest freshwater lakes and has constituted a stable environment for millions of years, in stark contrast to small, transient bodies of water in its immediate vicinity. A highly diverse endemic endemic amphipod fauna is found in one, but not the other habitat. We ask here whether differences in stress response can explain the immiscibility barrier between Lake Baikal and non-Baikal faunas. To this end, we conducted exposure experiments to increased temperature and the toxic heavy metal cadmium as stressors. Here we obtained high-quality de novo transcriptome assemblies, covering mutiple conditions, of three amphipod species, and compared their transcriptomic stress responses. Two of these species, Eulimnogammarus verrucosus and E. cyaneus, are endemic to Lake Baikal, while the Holarctic Gammarus lacustris is a potential invader. Both Baikal species possess intact stress response systems and respond to elevated temperature with relatively similar changes in their expression profiles. G. lacustris reacts less strongly to the same stressors, possibly because its transcriptome is already perturbed by acclimation conditions.