Predicting how rapid climate change will affect terrestrial biota depends on a thorough understanding of an organism’s biology and evolutionary history. Organisms at their range boundaries are particularly sensitive to climate change. As predominantly terrestrial poikilotherms, insects are often geographically limited by extremes in ambient temperatures. We compared the cold hardiness strategies of two geographically widespread butterflies, the pine white, Neophasia menapia, and the Mexican pine white, N. terlooii (Lepidoptera: Pieridae), at the near-contact zone of their range boundaries. Eggs are laid on pine needles and are exposed to harsh winter conditions. Eggs were collected from wild-caught butterflies, and we determined the supercooling point (SCP) and lower lethal temperature (LLT50) of overwintering eggs. The SCP of Neophasia menapia eggs (−29.0 ± 0.6 °C) was significantly lower than that of N. terlooii eggs (−21.8 ± 0.7 °C). Both species were freeze-intolerant and capable of surviving down to their respective SCPs (LLT50 of N. menapia between −30 and −31 °C, N. terlooii between −20 and −21 °C). Cold exposure time did not affect the survival of N. menapia, but N. terlooii experienced somewhat greater mortality at sub-freezing temperatures during longer exposures. Our results, coupled with an analysis of microclimate data, indicate that colder winters in northern Arizona may contribute to the northern range limit for N. terlooii. Furthermore, careful analysis of historical weather data indicates that mortality from freezing is unlikely in southern Arizona but possible in northern Arizona. Movements of Neophasia range boundaries could be monitored as potential biological responses to climate change.