Cold-water corals are threatened by global warming, especially in the Mediterranean Sea where they live close to their upper known thermal limit (i.e. 13°C), yet their response to rising temperatures is not well known. Here, temperature effects on Lophelia pertusa and Madrepora oculata holobionts (i.e. the host and its associated microbiome) were investigated. We found that at warmer seawater temperature (+2°C), L. pertusa showed a modification of its microbiome prior to a change in behaviour, leading to lower energy reserves and skeletal growth, whereas M. oculata was more resilient. At extreme temperature (+4°C), both species quickly lost their specific bacterial signature followed by lower physiological activity prior to death. In addition, our results showing the holobionts' negative response to colder temperatures (−3°C), suggest that Mediterranean corals live close to their thermal optimum. The species-specific response to temperature change highlights that global warming may affect dramatically the main deep-sea reef-builders, which would alter the associated biodiversity and related ecosystem services.