The fitness consequences of thermal plasticity of functional traits of insects, and the life stages at which these responses manifest, remain a subject of much debate. Here, we examine whether a short-term exposure to cold, medium or warm fluctuating temperature regimes during development (larval or adult) affects adult performance, thermal tolerance and fitness of the globally invasive harlequin ladybird Harmonia axyridis. We found plastic responses of a metric of heat stress resistance—critical thermal maximum—and of preferred body temperature after adult temperature exposure, but not in other traits measured. By contrast, exposure of larval stages resulted in plasticity of adult walking performance (height and breadth of the curve) but not tolerance or preference. We found distinct fitness responses between larval and adult treatments, but a composite fitness index revealed negligible effects on reproductive output. These results suggest that the drivers underlying the plasticity of temperature tolerance and temperature selection are different to those shaping the plasticity of walking speed. By testing specific predictions based on current theory of developmental and reversible plasticity, this study contributes novel data to plastic responses of behaviour, stress resistance and fitness to temperature exposure across life stages and thus, provides insights to the broader evolutionary and ecological significance of these responses.