It is increasingly recognized that hormetic environmental priming of stress responses can improve resilience to later life stress exposure. However, such phenotypic adjustments may be costly, particularly if the subsequent environment does not match that to which the adjustment was made. Here, we show that hormetic priming to mild heat stress in early life increases survival only when heat stress is again experienced in adulthood; it reduces survival if the stressor is not encountered again. That such costs can occur explains both why the stress response system is not maintained in an upregulated state and why the hormetic adjustment of responses has evolved.