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The climate is currently warming fast, threatening biodiversity all over the globe. Populations often adapt rapidly to environmental change, but for climate warming very little evidence is available. Here, we investigate the pattern of adaptation to an extreme +10°C climate change in the wild, following the introduction of brine shrimp Artemia franciscana from San Francisco Bay, USA, to Vinh Chau saltern in Vietnam. We use a resurrection ecology approach, hatching diapause eggs from the ancestral population and the introduced population after 13 and 24 years (∼54 and ∼100 generations, respectively). In a series of coordinated experiments, we determined whether the introduced Artemia show increased tolerance to higher temperatures, and the extent to which genetic adaptation, developmental plasticity, transgenerational effects, and local microbiome differences contributed to this tolerance. We find that introduced brine shrimp do show increased phenotypic tolerance to warming. Yet strikingly, these changes do not have a detectable additive genetic component, are not caused by mitochondrial genetic variation, and do not seem to be caused by epigenetic marks set by adult parents exposed to warming. Further, we do not find any developmental plasticity that would help cope with warming, nor any protective effect of heat‐tolerant local microbiota. The evolved thermal tolerance might therefore be entirely due to transgenerational (great)grandparental effects, possibly epigenetic marks set by parents who were exposed to high temperatures as juveniles. This study is a striking example of "missing heritability," where a large adaptive phenotypic change is not accompanied by additive genetic effects. [ABSTRACT FROM AUTHOR]