Simple Summary: The innate immunity of marine bivalves is challenged upon exposure to heat stress, but there is limited knowledge of its molecular mechanism. In this study, genes in the TLR4-MyD88 signaling pathway were investigated in a new scallop strain: "Hongmo No. 1" (Bohai Red ♂ × A. irradians concentricus ♀). This is the first study reporting that acute heat stress obviously inhibited the TLR4-MyD88 signaling pathway of bivalves, even with LPS stimulation. The subsequent RNAi targeting TLR4 gene in the new scallop strain "Hongmo No. 1" indicated the key role of TLR4-MyD88 signal transduction in the immune response. Acute heat stress seemed to affect the response of downstream mediator molecules to the inhibition of HMTLR4. These results provide more information about bivalve immunity under heat stress, which is expected to improve heat tolerance to cope with more frequent and extreme heat wave events. The innate immunity of marine bivalves is challenged upon exposure to heat stress, especially with increases in the frequency and intensity of heat waves. TLR4 serves a classical pattern recognition receptor in recognizing pathogenic microorganisms and activating immune responses. In this study, three genes, HMTLR4, HMMyD88 and HMTRAF6, were characterized as homologs of genes in the TLR4-MyD88 signaling pathway in the selected scallop strain "Hongmo No. 1". According to RT-PCR, acute heat stress (32 °C) inhibited genes in the TLR4-MyD88 signaling pathway, and LPS stimulation-induced activation of TLR4-MyD88 signal transduction was also negatively affected at 32 °C. ELISA showed LPS-induced tumor necrosis factor alpha (TNF-α) or lysozyme (LZM) activity, but this was independent of temperature. RNA interference (RNAi) confirmed that HMTLR4 silencing suppressed the expression of its downstream gene, whether at 24 °C or at 32 °C. The level of TNF-α and the activity of LZM also decreased after injection with dsRNA, indicating a negative effect on the innate immunity of scallops. Additionally, acute heat stress affected the suppression of downstream gene expression when compared with that at 24 °C, which led us to the hypothesis that heat stress directly influences the downstream targets of HMTLR4. These results enrich the knowledge of scallop immunity under heat stress and can be beneficial for the genetic improvement of new scallop strains with higher thermotolerance. [ABSTRACT FROM AUTHOR]