Heat responses can vary ontogenetically in many insects with complex life cycles, reflecting differences in thermal environments they experience. Such variation has rarely been considered in insects that develop incrementally and experience common microclimates across stages. To test if there is a low level of ontogenetic variation for heat responses in one such species, the English grain aphid Sitobion avenae, basal tolerance [upper lethal temperature (ULT50) and maximum critical temperature (CTmax)], hardening capacity (CTmax) and hardening costs (adult longevity and fecundity) were measured across five stages (1st, 2nd, 3rd and 4th-instar nymphs and newly moulted adults). We found large tolerance differences among stages of this global pest species, and a tendency for the stage with lower heat tolerance to show a stronger hardening response. There were also substantial reproductive costs of hardening responses, with the level of stress experienced, and not the proximity of the exposed stage to the reproductive adult stage, influencing the magnitude of this cost. Hence hardening in this aphid may counter inherently low tolerance levels of some life stages but at a cost to adult longevity and fecundity. Our findings highlight the significance of ontogenetic variation in predicting responses of a species to climate change, even in species without a complex life cycle.