Cold tolerance plays a critical role in determining species geographical range limits. Previous studies have found that range shifts in response to climate warming are facilitated by cold acclimation capacities, due to increasingly colder and variable weather at high latitudes, and that cold tolerance can also be influenced by social factors. In this study we combined experiments and field studies to investigate the climatic and social factors affecting cold tolerances in range- shifting populations of the female-polymorphic damselfly Ischnura elegans in northeast Scotland. In the field, we observed both environmental (measured via habitat suitability) and social (sex ratio and density) effects on cold tolerance (CTmin). Androchrome females (male-like females) were less susceptible to beneficial social effects on cold tolerance than gynochromes (female- like females), and correspondingly, gynochrome frequency increased at colder, environmentally- limiting sites towards the range margin. Our manipulations of density in the laboratory further provide novel, experimental evidence that social interactions directly impact cold tolerance n this species. These results suggest that reciprocal effects of social environments on thermal acclimation may be an important but commonly overlooked aspect of allee effects which contribute to the formation of range margins. Moreover, our results point to a wider need to consider the role of population and social dynamics to shape both the thermal physiology of individuals and the thermal niches of species.