Previous studies have shown that TaHsfA2-11 is a heat-tolerance-related gene in wheat, and its overexpression enhances thermotolerance at the seedling stage. However, its function at the adult stage, particularly during the critical yield-formation period, remains poorly understood. In this study, ten TaHsfA2-11 overexpressing transgenic lines and the recipient variety Fielder (control) were subjected to heat stress during the grain-filling stage. Yield traits and physiological indices were measured, and transcriptome sequencing was performed to elucidate the underlying molecular mechanisms. The results showed that the transgenic lines exhibited significantly better yield traits than Fielder under heat stress. Particularly, the thousand-kernel weight (TKW) of lines 393, 409, and 1144 increased by 5.09%, 6.20%, and 5.93%, respectively, compared with the control. Physiological analyses revealed that the transgenic lines had significantly higher peroxidase (POD) and superoxide dismutase (SOD) activities, inhibited malondialdehyde (MDA) accumulation, increased proline and soluble sugar contents, and enhanced membrane stability and photosynthetic pigment retention. Transcriptome analysis demonstrated that TaHsfA2-11 overexpression primarily activated osmotic regulation and ABA signaling pathways at the anthesis stage, and predominantly enhanced photosynthesis-antenna protein and carbon metabolism pathways at the grain-filling stage, revealing a distinct stage-specific regulatory pattern. RT-qPCR validation further confirmed that TaHsfA2-11 upregulates the expression of heat shock protein genes, osmotic regulation-related genes, and photoprotection-related genes. In conclusion, TaHsfA2-11 overexpression significantly enhances thermotolerance of wheat during the adult-stage by synergistically activating antioxidant defense, osmotic regulation, and photosynthetic protection pathways. The TaHsfA2-11-overexpressing lines 393, 409, and 1144 were identified as elite heat-tolerant germplasms and can serve as core parents for wheat heat tolerance breeding.