Difficulty in characterizing the relationship between climatic variability and climate change vulnerability arises when we consider the multiple scales at which this variation occurs, be it temporal (from minute to annual) or spatial (from centimetres to kilometres). We studied populations of a single widely distributed butterfly species, Chlosyne lacinia, to examine the physiological, morphological, thermoregulatory and biophysical underpinnings of adaptation to tropical and temperate climates. Microclimatic and morphological data along with a biophysical model documented the importance of solar radiation in predicting butterfly body temperature. We also integrated the biophysics with a physiologically based insect fitness model to quantify the influence of solar radiation, morphology and behaviour on warming impact projections. While warming is projected to have some detrimental impacts on tropical ectotherms, fitness impacts in this study are not as negative as models that assume body and air temperature equivalence would suggest. We additionally show that behavioural thermoregulation can diminish direct warming impacts, though indirect thermoregulatory consequences could further complicate predictions. With these results, at multiple spatial and temporal scales, we show the importance of biophysics and behaviour for studying biodiversity consequences of global climate change, and stress that tropical climate change impacts are likely to be context-dependent.