Temperature drives global ocean patterns of biodiversity, shaping thermal niches through thresholds of thermal tolerance. Global warming is predicted to change thermal range bounds, yet research has primarily focused on temperature at the sea surface, while knowledge of changes through the depths of the water column is lacking. Here, using daily observations from ocean sites and model simulations, we track shifts in ocean temperatures, focusing on the emergence of thermal ranges whose future lower bounds exceed current upper bounds. These emerge below 50 m depth as early as ~2040 with high anthropogenic emissions, yet are delayed several decades for reduced emission scenarios. By 2100, concomitant changes in both lower and upper boundaries can expose pelagic ecosystems to thermal environments never experienced before. These results suggest the redistribution of marine species might differ across depth, highlighting a much more complex picture of the impact of climate change on marine ecosystems.