RNA interference can induce heritable gene silencing, but it remains unexplored whether similar mechanisms play a general role in responses to cues that occur in the wild. We show that transient, mild heat stress in the nematode Caenorhabditis elegans results in changes in messenger RNA levels that last for more than one generation. The affected transcripts are enriched for genes targeted by germline siRNAs downstream of the piRNA pathway, and worms defective for germline RNAi are defective for these heritable effects. Our results demonstrate that a specific siRNA pathway transmits information about variable environmental conditions between generations.