Exploring the ability of organisms to locally adapt is critical for determining the outcome of rapid climate changes, yet few studies have addressed this question in microorganisms. We investigated the role of a heterogeneous climate on adaptation of North American populations of the wild yeast Saccharomyces paradoxus. We found abundant among-strain variation for fitness components across a range of temperatures, but this variation was only partially explained by climatic variation in the distribution area. Most of fitness variation was explained by the divergence of genetically distinct groups, distributed along a north-south cline, suggesting that these groups have adapted to distinct climatic conditions. Within-group fitness components were correlated with climatic conditions, illustrating that even ubiquitous microorganisms locally adapt and harbour standing genetic variation for climate-related traits. Our results suggest that global climatic changes could lead to adaptation to new conditions within groups, or changes in their geographical distributions.