Heatwaves are increasing in frequency and there is growing interest in their impact on pest organisms. Previous work indicates that effects depend on the timing of the stress event, whose impact needs to be characterized across the full set of developmental stages and exposure periods of an organism. Here, we undertake such a detailed assessment using heat stress (20-35 °C diurnal cycle) across the nymph and adult stages of the English grain aphid, Sitobion avenae (Fabricius). Stress-related mortality increased with stress duration at all stages; effects were less severe at the late nymphal stage. Effects on longevity adults after stress showed a complex pattern with nymphal heat stress, increasing with stress duration at the late nymphal stage, but decreasing with duration at the early nymphal stage. Longevity was also reduced by adult stress although to a lesser extent, and patterns were not connected to duration. Post-stress productivity decreased following adult and nymphal stress and the decrease tended to be correlated with stress duration. The rate of offspring production was more affected by adult stress than nymphal stress. Productivity and longevity effects, when combined, showed that the largest effect of heat stress occurred at the early nymphal stage. These findings highlight the complex ways in which heat stress at a particular life stage influences later fitness and they also emphasize the importance of considering multiple fitness components when assessing stress effects. © 2019 Society of Chemical Industry.