Gene regulation is a ubiquitous mechanism by which organisms respond to their environment. While organisms are often found to be adapted to the environments they experience, the role of gene regulation in environmental adaptation is not often known. In this study, we examine divergence in cis-regulatory effects between two Saccharomyces species, S. cerevisiae and S. uvarum, that have substantially diverged in their thermal growth profile. We measured allele specific expression (ASE) in the species' hybrid at three temperatures, the highest of which is lethal to S. uvarum but not the hybrid or S. cerevisiae. We find that S. uvarum alleles can be expressed at the same level as S. cerevisiae alleles at high temperature and most cis-acting differences in gene expression are not dependent on temperature. However, a set of 136 genes with temperature dependent ASE show a directional pattern of evolution with S. cerevisiae alleles exhibiting a stronger temperature response than S. uvarum alleles. Although we find binding sites enriched upstream of temperature responsive genes, there are only weak correlations between binding site and expression divergence. Our results indicate that temperature divergence between S. cerevisiae and S. uvarum has not caused widespread divergence in cis-regulatory activity, but that a subset of genes show evidence of directional evolution, mediated by positive selection or loss of constraint. The difficulty of explaining divergence in cis-regulatory sequences with models of transcription factor binding sites and nucleosome positioning highlights the importance of identifying mutations that underlie cis-regulatory divergence between species.