Summary Over ontogeny, many insect larvae grow substantially, through at least several orders of magnitude in body size. Increasing size can profoundly change how individuals interact with their environments, by altering the opportunities for, and constraints on, feeding, changing the relative risk and sources of predation and shifting the relative importance of physical factors in the environment. Here I use eggs and larvae of Manduca sexta, which are herbivores on solanaceous plants in the south‐western US, to examine how body size affects body temperature. Larvae grow in excess of 10 000‐fold by mass in a few weeks, from 0·001‐g hatchlings to 12–15‐g fifth‐instar larvae. Using infrared thermography, I show that increasing body size leads to large changes in body temperature: over ontogeny, average larval temperature increased by 3–7 °C. The temperatures of eggs, hatchlings and early larval instars were coupled to leaf temperatures (Datura wrightii), which were much cooler than ambient air temperatures. The temperatures of larger larvae, by contrast, were similar to air temperatures, or somewhat higher. Changing body temperatures reflect that small and large larvae were immersed differentially in leaf boundary layers, received different amounts of incoming solar radiation, and used thermal heterogeneity on leaf surfaces in different ways. I develop a simple species distribution model that links maximum observed air temperatures in the south‐western US with known thermal tolerances of eggs and larvae. This model predicts that eggs of M. sexta can occupy significantly larger fractions of the landscape than can large larvae. Large differences among stage‐specific microclimates, such as those observed for M. sexta, are likely to be general features for insects and other organisms whose body sizes span large ranges, and stage‐specific microclimates pose general and largely unrecognized problems for species distribution models.