Among-population variation in insect thermal performance is important for understanding patterns and mechanisms of evolution and predicting insect responses to altered climate regimes in future or novel environments. Here we review and discuss several key examples of among-population variation in insect thermal performance, including latitudinal gradients in chill coma recovery time, variation in energy consumption and metabolic biochemistry, rapid changes in thermal biology with range expansion in invasive and introduced species, and potential constraints on variation in thermal performance traits. This review highlights that while there is substantial evidence for among-population variation that is generally correlated with local climate regimes, neither the underlying mechanisms nor the implications for whole-animal fitness in the field are well understood. We also discuss the potential limitations of interpreting evolved variation among populations and argue for a genes-to-environment approach to population-level variation in thermal biology of insects.