The methylotrophic yeast Komagataella phaffii (Pichia pastoris) has been developed into a highly successful system for heterologous protein expression in both academia and industry. However, overexpression of recombinant protein often leads to severe burden on the physiology of K. phaffii and triggers cellular stress. To elucidate the global effect of protein overexpression, we set out to analyze the differential transcriptome of recombinant strains with 12 copies and a single copy of phospholipase A2 gene (PLA 2) from Streptomyces violaceoruber. Through GO, KEGG and heat map analysis of significantly differentially expressed genes, the results indicated that the 12-copy strain suffered heavy cellular stress. The genes involved in protein processing and stress response were significantly upregulated due to the burden of protein folding and secretion, while the genes in ribosome and DNA replication were significantly downregulated possibly contributing to the reduced cell growth rate under protein overexpression stress. Three most upregulated heat shock response genes (CPR6, FES1, and STI1) were co-overexpressed in K. phaffii and proved their positive effect on the secretion of reporter enzymes (PLA2 and prolyl endopeptidase) by increasing the production up to 1.41-fold, providing novel helper factors for rational engineering of K. phaffii.