Copper pollution is pervasive in aquatic habitats and is particularly harmful to invertebrates sensitive to environmental changes such as Daphnia pulex. Mechanisms of toxicity and tolerance to copper are not well understood. We used RNA-sequencing to investigate these mechanisms in three genetically distinct D. pulex clonal lineages with different copper tolerance. Upregulated genes after copper exposure were enriched with Gene Ontology (GO) categories involved in digestion, molting and growth, whereas downregulated genes after copper exposure were enriched in the metal-regulatory system, immune response and epigenetic modifications. Overall, differentially expressed genes were overrepresented with lineage-specific genes and duplications. We detected lower relative expression of the genes known to be important for copper tolerance, metallothionein and glutathione-S-transferase, in more sensitive than in resistant lineages. The results indicate that the D. pulex lineages in this study generally respond to copper stress using the same major pathways, but that sensitive clones appear unable to regulate key genes compared to tolerant clones, suggesting there are important nuances in gene expression between clones that can influence copper tolerance.