Jasmonate ZIM-domain (JAZ) acts as the repressor of the JA signaling pathway and plays a significant role in stress-inducible defense, hormone crosstalk, and the regulation of the growth-defense tradeoff. The aim of this study is to systematically survey and analyze the JAZ gene family in Coix lacryma-jobi and unveil its expression profiles in diverse organs under high-temperature stress using transcriptome. The results identified a total of 20 JAZ family proteins randomly mapped on four chromosomes and encoding 159–409 amino acids. They were clustered into six groups and were mainly located in the nucleus. The conserved motifs, gene composition, and secondary structure of ClJAZ members within the same subtribes were similar. Multitudinous cis-regulating elements employed in hormone responsiveness and stress responsiveness were displayed before the promoter sequences of ClJAZ1-ClJAZ20. ClJAZ1-ClJAZ20 were differentially distributed across diverse organs (the roots, shoots, leaves, kernels, glumes, and flowers), exposed to high-temperature stresses, and treated using ABA or MeJA. A total of 29115 DEGs were identified under heat stress, which were mainly involved in biological regulation and the metabolic process. Intriguingly, ClJAZ15 was highly expressed in the leaves of C. lacryma-jobi, down-regulated by MeJA, but up-regulated by heat stress and ABA, inferring that ClJAZ15 might be associated with ABA-inducible heat stress. The results laid a foundation for in-depth study of the role of ClJAZ family genes in C. lacryma-jobi.