We observed that heat shock of Caenorhabditis elegans leads to the formation of nuclear double-stranded RNA (dsRNA) foci, detectable with a dsRNA-specific monoclonal antibody. These foci significantly overlap with nuclear HSF-1 granules. To investigate the molecular mechanism(s) underlying dsRNA foci formation, we used RNA-seq to globally characterize total RNA and immunoprecipitated dsRNA from control and heat shocked worms. We find a subset of both sense and antisense transcripts enriched in the dsRNA pool by heat shock overlap with dsRNA transcripts enriched by deletion of tdp-1, which encodes the C. elegans ortholog of TDP-43. Interestingly, transcripts involved in translation are over-represented in the dsRNAs induced by either heat shock or deletion of tdp-1. Also enriched in the dsRNA transcripts are sequences downstream of annotated genes (DoGs), which we globally quantified with a new algorithm. To validate these observations, we used fluorescence in situ hybridization (FISH) to confirm both antisense and downstream of gene transcription for eif-3.B, one of the affected loci we identified.