Many organisms have complex life cycles with distinct life stages that experience different environmental conditions.How does the complexity of life cycles affect the ecological and evolutionary responses of organisms to climate change? We address this question by exploring several recent case studies and synthetic analyses of insects. First, different life stages may inhabit different microhabitats, and may differ in their thermal sensitivities and other traits that are important for responses to climate. For example, the life stages of Manduca experience different patterns of thermal and hydric variability, and differ in tolerance to high temperatures. Second, life stages may differ in their mechanisms for adaptation to local climatic conditions. For example, in Colias, larvae in different geographic populations and species adapt to local climate via differences in optimal and maximal temperatures for feeding and growth, whereas adults adapt via differences in melanin of the wings and in other morphological traits. Third, we extend a recent analysis of the temperature-dependence of insect population growth to demonstrate how changes in temperature can differently impact juvenile survival and adult reproduction. In both temperate and tropical regions, high rates of adult reproduction in a given environment may not be realized if occasional, high temperatures prevent survival to maturity. This suggests that considering the differing responses of multiple life stages is essential to understand the ecological and evolutionary consequences of climate change.